Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Irreversible investment under Lévy uncertainty: an equation for the optimal boundary |
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Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (English)
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17 May 2016
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free-boundary
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irreversible investment
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singular stochastic control
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optimal stopping
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Lévy process
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Bank and El Karoui's representation theorem
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base capacity
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