Investment Timing Under Incomplete Information: Erratum

DOI10.1287/MOOR.1080.0357zbMATH Open1213.60081OpenAlexW2156013351MaRDI QIDQ3169031FDOQ3169031

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

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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)

Cited In (4)

• Executive stock option exercise with full and partial information on a drift change point
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• Comment on “Investment Timing Under Incomplete Information”
• Optimal stopping problems in Lévy models with random observations

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