Threshold-type policies for real options using regime-switching models (Q4902230)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Threshold-type policies for real options using regime-switching models |
scientific article; zbMATH DE number 6130659
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Threshold-type policies for real options using regime-switching models |
scientific article; zbMATH DE number 6130659 |
Statements
Threshold-Type Policies for Real Options Using Regime-Switching Models (English)
0 references
25 January 2013
0 references
variational inequality
0 references
irreversible investment
0 references
real option
0 references
regime shift
0 references
macroeconomic condition
0 references
optimal stopping problem
0 references
0.7884007096290588
0 references
0.7636566758155823
0 references
0.7564566135406494
0 references
0.7413745522499084
0 references
0.737296462059021
0 references
