An investment model with switching costs and the option to abandon

DOI10.1007/S00186-018-0641-5zbMath1411.91611arXiv1607.08406OpenAlexW3102514918WikidataQ129713116 ScholiaQ129713116MaRDI QIDQ1631180

Y. Aharonov

Publication date: 5 December 2018

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.08406

zbMATH Keywords

real optionsproject managementdecision analysisentry-exit-scrapping decisionsoptimal switching with discretionary stopping

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (2)

Investment in two alternative projects with multiple switches and the exit option ⋮ Real Options Problem with Nonsmooth Obstacle

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