Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358)
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scientific article; zbMATH DE number 6581261
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| English | Irreversible investment under Lévy uncertainty: an equation for the optimal boundary |
scientific article; zbMATH DE number 6581261 |
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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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0.858176052570343
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0.8102965950965881
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0.806823194026947
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0.7941376566886902
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0.7930605411529541
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