Good timing: the economics of optimal stopping
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Publication:413328
DOI10.1016/J.JEDC.2011.09.008zbMATH Open1238.91125OpenAlexW2081969803MaRDI QIDQ413328FDOQ413328
Authors: Graham A. Davis, Robert D. Cairns 
Publication date: 4 May 2012
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2011.09.008
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Cites Work
- Repeated real options: optimal investment behaviour and a good rule of thumb
- The effect of mean reversion on investment under uncertainty
- The effect of mean reversion on entry and exit decisions under uncertainty
- Title not available (Why is that?)
- The effect of uncertainty on investment timing in a real options model
- The tree-cutting problem in a stochastic environment: The case of age- dependent growth
- Timing of investment under technological and revenue-related uncertainties
- Optimal harvesting under resource stock and price uncertainty
- Optimal stopping and perpetual options for Lévy processes
- Harvest Decisions and Asset Valuation for Biological Resources Exhibiting Size-Dependent Stochastic Growth
- Infinitesimal Look-Ahead Stopping Rules
Cited In (6)
- An optimal stopping model and waiting time of problems of investment timing
- Constrained maximum variance stopping for a finite horizon increasing random walk
- Departures from optimal stopping in an anagram task
- An optimal stopping policy for car rental businesses with purchasing customers
- When to abandon a research project and search for a new one
- Stopping times in economic development planning: some modelling issues
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