On the Starting and Stopping Problem: Application in Reversible Investments (Q5388024)

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scientific article; zbMATH DE number 5279717
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    On the Starting and Stopping Problem: Application in Reversible Investments
    scientific article; zbMATH DE number 5279717

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      On the Starting and Stopping Problem: Application in Reversible Investments (English)
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      27 May 2008
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      real options
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      BSDEs
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      Snell envelope
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      stopping time
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      stopping and starting
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