Optimal Investment Timing for Carbon Emission Reduction Technology with a Jump-Diffusion Process
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Publication:5163683
DOI10.1137/20M1339416zbMath1476.91215MaRDI QIDQ5163683
Jin Liang, Wenlin Huang, Hua-ying Guo
Publication date: 5 November 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/20m1339416
91B76: Environmental economics (natural resource models, harvesting, pollution, etc.)
91G50: Corporate finance (dividends, real options, etc.)
60J74: Jump processes on discrete state spaces
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