On a Class of Optimal Stopping Problems with Applications to Real Option Theory

arXiv1701.01965MaRDI QIDQ6281665

Carlos M. Oliveira, Manuel C. Guerra, Clàudia Nunes

Publication date: 8 January 2017

Mathematics Subject Classification ID

90B50: Management decision making, including multiple objectives

93E20: Optimal stochastic control

60G40: Stopping times; optimal stopping problems; gambling theory