Entry-exit decisions with underlying processes following geometric Lévy processes
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Cites work
- An investment model with entry and exit decisions
- Applied stochastic control of jump diffusions
- Entry and Exit Decision Problem with Implementation Delay
- Entry and exit decisions based on a discount factor approach
- Entry and exit decisions with linear costs under uncertainty
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 1322501 (Why is no real title available?)
- Irreversible decisions under uncertainty. Optimal stopping made easy
- Optimal investment in a Lévy market
- Optimal stopping and perpetual options for Lévy processes
- OPTIMAL STOPPING WITH DELAYED INFORMATION
- Pricing contingent claims on stocks driven by Lévy processes
- The effect of mean reversion on entry and exit decisions under uncertainty
- Urban Development with Lags
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