Real options problem with nonsmooth obstacle
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Cites work
- A class of solvable impulse control problems
- A model for investment decisions with switching costs.
- A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping
- A singular control problem with discretionary stopping for geometric Brownian motions
- An investment model with entry and exit decisions
- An investment model with switching costs and the option to abandon
- Does performance-sensitive debt mitigate debt overhang?
- scientific article; zbMATH DE number 1817636 (Why is no real title available?)
- scientific article; zbMATH DE number 3751685 (Why is no real title available?)
- scientific article; zbMATH DE number 3215021 (Why is no real title available?)
- Impulse Control of Brownian Motion
- On the Optimal Stochastic Impulse Control of Linear Diffusions
- On the properties of \(r\)-excessive mappings for a class of diffusions
- Optimal dividend policies with random profitability
- Sequential capacity expansion options
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