Irreversible investment with Cox-Ingersoll-Ross type mean reversion (Q975940)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5720249
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Irreversible investment with Cox-Ingersoll-Ross type mean reversion |
scientific article; zbMATH DE number 5720249 |
Statements
Irreversible investment with Cox-Ingersoll-Ross type mean reversion (English)
0 references
11 June 2010
0 references
irreversible investment
0 references
real options
0 references
models of mean reversion
0 references
optimal control
0 references
Cox-Ingersoll-Ross process
0 references
foreign direct investment
0 references
0 references
0.7733740210533142
0 references
0.7680075764656067
0 references
0.7617287635803223
0 references
0.7532452940940857
0 references
0.7529390454292297
0 references
