Exit option for a class of profit functions (Q3174920)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit option for a class of profit functions |
scientific article |
Statements
Exit option for a class of profit functions (English)
0 references
18 July 2018
0 references
real options
0 references
exit option
0 references
free-boundary problem
0 references
optimal stopping time
0 references
dynamic programming principle
0 references
Brownian motion
0 references
0 references
0 references
