Investment Timing Under Incomplete Information
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Publication:5704233
DOI10.1287/moor.1040.0132zbMath1082.91048MaRDI QIDQ5704233
Stéphane Villeneuve, Thomas Mariotti, Jean-Paul Décamps
Publication date: 11 November 2005
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/19325/
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
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