Optimal entry decisions under uncertainty
From MaRDI portal
Recommendations
- Entry-exit decisions with implementation delay under uncertainty.
- An entry-exit model involving construction and abandonment periods
- Entry and exit decisions with linear costs under uncertainty
- Entry-exit decisions with underlying processes following geometric Lévy processes
- scientific article; zbMATH DE number 1322501
Cited in
(20)- Optimal exit and valuation under demand uncertainty: a real options approach
- Entry and exit decisions under uncertainty
- Exit strategies and price uncertainty: A Greenian approach
- Entry-exit decisions with implementation delay under uncertainty.
- Optimal entry and exit decisions under uncertainty and the impact of mean reversion
- Optimal entry decision of unemployment insurance under partial information
- Exit option for a class of profit functions
- Good timing: the economics of optimal stopping
- scientific article; zbMATH DE number 1322501 (Why is no real title available?)
- An investment model with entry and exit decisions
- OPTIMAL EXIT FROM A PROJECT WITH NOISY RETURNS
- Entry-exit decisions with underlying processes following geometric Lévy processes
- An entry-exit model involving construction and abandonment periods
- Entry and exit decisions with linear costs under uncertainty
- Optimal timing of partial outsourcing decisions
- OPTIMAL EXIT FROM A DETERIORATING PROJECT WITH NOISY RETURNS
- Sequential entry and exit decisions with an ergodic performance criterion
- A Sequential Entry Problem with Forced Exits
- Entry and exit decisions based on a discount factor approach
- The effect of mean reversion on entry and exit decisions under uncertainty
This page was built for publication: Optimal entry decisions under uncertainty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4926436)