scientific article; zbMATH DE number 1322501

MaRDI QIDQ4253555zbMATH OpenFDO

Authors Hiroshi Shirakawa

Publication date 9 August 1999

zbMATH Keywords

entry-exit modelfirst passage timenet present valueoptimal stopping problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Brownian motion (60J65)

Recommendations

• Optimal entry decisions under uncertainty
• An investment model with entry and exit decisions
• Entry and exit decisions based on a discount factor approach
• Entry and exit decisions with linear costs under uncertainty

Cited in

(10)

• A model for investment decisions with switching costs.
• Optimal exit strategies for investment projects
• An optimal market entry/exit evaluation model with partial financing funds
• An investment model with entry and exit decisions
• Valuing Changes in Investment Opportunities
• Optimal entry decisions under uncertainty
• Entry-exit decisions with underlying processes following geometric Lévy processes
• Exponential Ornstein-Uhlenbeck process and its application in value of investment project
• The finite horizon optimal multi-modes switching problem: the viscosity solution approach
• Entry and exit decisions based on a discount factor approach

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