On the Starting and Stopping Problem: Application in Reversible Investments
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Publication:5388024
DOI10.1287/moor.1060.0228zbMath1276.91100OpenAlexW2140171702MaRDI QIDQ5388024
Said Hamadène, Monique Jeanblanc-Picqué
Publication date: 27 May 2008
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.1060.0228
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80) Corporate finance (dividends, real options, etc.) (91G50)
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