Optimal stopping of expected profit and cost yields in an investment under uncertainty (Q3108371)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal stopping of expected profit and cost yields in an investment under uncertainty
scientific article

    Statements

    Optimal stopping of expected profit and cost yields in an investment under uncertainty (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    3 January 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    optimal stopping
    0 references
    Snell envelop
    0 references
    backward stochastic differential equations
    0 references
    merger and acquisition
    0 references
    0 references
    0 references