A Mathematical Model of Investment Incentives

DOI10.1007/978-3-642-33549-5_2zbMath1269.91050OpenAlexW2173358773MaRDI QIDQ2838133

Vadim I. Arkin, Alexander D. Slastnikov

Publication date: 8 July 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-33549-5_2

zbMATH Keywords

creditoptimal stoppingreal optionsinvestment timing problemcompensation of interest ratetax holidays

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Production theory, theory of the firm (91B38) Macroeconomic theory (monetary models, models of taxation) (91B64) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Optimal time to invest when the price processes are geometric Brownian motions
• A Variational Approach to Optimal Stopping Problems for Diffusion Processes
• Stochastic differential equations. An introduction with applications.
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