Identifying the free boundary of a stochastic, irreversible investment problem via the Bank-El Karoui representation theorem (Q5494908)
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scientific article; zbMATH DE number 6323049
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| English | Identifying the free boundary of a stochastic, irreversible investment problem via the Bank-El Karoui representation theorem |
scientific article; zbMATH DE number 6323049 |
Statements
Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem (English)
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30 July 2014
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irreversible investment
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singular stochastic control
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optimal stopping
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free boundary
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Bank and El Karoui's representation theorem
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base capacity
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0.8723639845848083
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0.863612711429596
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0.8450239896774292
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0.8347347974777222
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0.8329336047172546
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