Optimal stopping with random exercise lag (Q1935933)
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scientific article; zbMATH DE number 6137601
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal stopping with random exercise lag |
scientific article; zbMATH DE number 6137601 |
Statements
Optimal stopping with random exercise lag (English)
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20 February 2013
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optimal stopping
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real options
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time to build
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implementation delay
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strong Markov process
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diffusion
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resolvent operator
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\(\varepsilon\)-Optimal stopping times
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0.8171986937522888
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0.8136795163154602
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0.808791995048523
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0.8068457841873169
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0.8020333051681519
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