Entry and exit decisions with linear costs under uncertainty
DOI10.1080/17442508.2014.939976zbMATH Open1351.60052OpenAlexW2044620667MaRDI QIDQ5265783FDOQ5265783
Publication date: 29 July 2015
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2014.939976
Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic models in economics (91B70)
Cites Work
- Lévy Processes and Stochastic Calculus
- Optimal Switching in an Economic Activity under Uncertainty
- The effect of mean reversion on entry and exit decisions under uncertainty
- Title not available (Why is that?)
- Entry and exit decisions based on a discount factor approach
- Entry and exit decisions under uncertainty
- Irreversible decisions under uncertainty. Optimal stopping made easy
- Stochastic Control in Discrete and Continuous Time
- An investment model with entry and exit decisions
- Entry and Exit Decision Problem with Implementation Delay
- The explicit solution to a sequential switching problem with non-smooth data
Cited In (7)
- Entry-exit decisions with underlying processes following geometric Lévy processes
- The effect of mean reversion on entry and exit decisions under uncertainty
- Entry and exit decisions under uncertainty
- An investment model with switching costs and the option to abandon
- Entry-exit decisions with implementation delay under uncertainty.
- An investment model with entry and exit decisions
- Entry and Exit Decision Problem with Implementation Delay
This page was built for publication: Entry and exit decisions with linear costs under uncertainty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5265783)
