Optimal entry and exit decisions under uncertainty and the impact of mean reversion (Q2079296)
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scientific article; zbMATH DE number 7594558
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| English | Optimal entry and exit decisions under uncertainty and the impact of mean reversion |
scientific article; zbMATH DE number 7594558 |
Statements
Optimal entry and exit decisions under uncertainty and the impact of mean reversion (English)
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29 September 2022
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stochastic processes
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mean reversion
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real options
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optimal switching
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0.8265281915664673
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0.822411298751831
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0.7633880376815796
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0.7490712404251099
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0.7425867319107056
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