OPTIMAL EXIT FROM A DETERIORATING PROJECT WITH NOISY RETURNS (Q5315623)
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scientific article; zbMATH DE number 2203922
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL EXIT FROM A DETERIORATING PROJECT WITH NOISY RETURNS |
scientific article; zbMATH DE number 2203922 |
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OPTIMAL EXIT FROM A DETERIORATING PROJECT WITH NOISY RETURNS (English)
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9 September 2005
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investment project
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cumulative return
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Brownian motion
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exit time
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optimal stopping time
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