Irreversible investment and industry equilibrium
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Publication:1367946
DOI10.1007/s007800050017zbMath0883.90009OpenAlexW1976984865MaRDI QIDQ1367946
Ioannis Karatzas, Fridrik M. Baldursson
Publication date: 5 October 1997
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800050017
optimal stoppingsingular stochastic controlindustry equilibriumirreversible investment under uncertaintyoptimality of myopi decisions
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