On an integral equation for the free-boundary of stochastic, irreversible investment problems

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Publication:2258528

DOI10.1214/13-AAP991zbMath1307.93455arXiv1211.0412MaRDI QIDQ2258528

Giorgio Ferrari

Publication date: 26 February 2015

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.0412




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