Investment Timing Under Incomplete Information: Erratum

DOI10.1287/MOOR.1080.0357MaRDI QIDQ3169031zbMATH OpenOpenAlexFDO

Authors Jean-Paul Décamps, Thomas Mariotti, Stéphane Villeneuve

Publication date 27 April 2011

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.1080.0357

zbMATH Keywords

filteringfree boundaryoptimal stoppinginvestment under uncertainty

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stopping times; optimal stopping problems; gambling theory (60G40)

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