scientific article; zbMATH DE number 5066254

zbMATH Open1103.60044MaRDI QIDQ5493535FDOQ5493535

Authors: Vadim I. Arkin, Alexander D. Slastnikov 

Publication date: 23 October 2006

Title of this publication is not available (Why is that?)

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zbMATH Keywords

optimal stopping timereal optionsbivariate geometric Brownian motionhomogeneous reward function

Mathematics Subject Classification ID

Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (3)

• A mathematical model of investment incentives
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• Investment attraction and tax reform: a stochastic model

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