Irreversible investment with Cox-Ingersoll-Ross type mean reversion
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Publication:975940
DOI10.1016/j.mathsocsci.2009.12.002zbMath1230.91185MaRDI QIDQ975940
Christian-Oliver Ewald, Wen-Kai Wang
Publication date: 11 June 2010
Published in: Mathematical Social Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2009.12.002
optimal control; real options; irreversible investment; Cox-Ingersoll-Ross process; foreign direct investment; models of mean reversion
91G80: Financial applications of other theories
91G50: Corporate finance (dividends, real options, etc.)
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Cites Work
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