On optimal timing of investment when cost components are additive and follow geometric diffusions (Q1186061)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal timing of investment when cost components are additive and follow geometric diffusions |
scientific article |
Statements
On optimal timing of investment when cost components are additive and follow geometric diffusions (English)
0 references
28 June 1992
0 references
optimal stopping rule
0 references
geometric Brownian motions
0 references
