Pages that link to "Item:Q1872483"

The following pages link to A model for investment decisions with switching costs. (Q1872483):

Displaying 44 items.

• Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
• Optimal switching at Poisson random intervention times (Q316899) (← links)
• Optimal switching decisions under stochastic volatility with fast mean reversion (Q322644) (← links)
• Liquidity risk and optimal dividend/investment strategies (Q506385) (← links)
• Thinning and harvesting in stochastic forest models (Q622230) (← links)
• Optimal expulsion and optimal confinement of a Brownian particle with a switching cost (Q744235) (← links)
• The finite horizon optimal multi-modes switching problem: the viscosity solution approach (Q843963) (← links)
• Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849) (← links)
• A mixed singular/switching control problem for a dividend policy with reversible technology investment (Q930682) (← links)
• Switching problem and related system of reflected backward SDEs (Q963029) (← links)
• An investment model with switching costs and the option to abandon (Q1631180) (← links)
• Hysteresis due to irreversible exit: addressing the option to mothball (Q1657608) (← links)
• Stochastic impulse control with regime-switching dynamics (Q1753526) (← links)
• Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
• Management strategies for run-of-river hydropower plants: an optimal switching approach (Q2168644) (← links)
• Valuing switching options with the moving-boundary method (Q2246609) (← links)
• A balance sheet optimal multi-modes switching problem (Q2307822) (← links)
• The stochastic goodwill problem (Q2432911) (← links)
• Optimal exit strategies for investment projects (Q2512665) (← links)
• Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
• BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) (← links)
• A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
• Analysis of production decisions under budget limitations (Q3108382) (← links)
• Bayesian Switching Multiple Disorder Problems (Q3186546) (← links)
• The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)
• OPTIMAL MULTI-MODES SWITCHING PROBLEM IN INFINITE HORIZON (Q3578408) (← links)
• The explicit solution to a sequential switching problem with non-smooth data (Q3585324) (← links)
• A stochastic target formulation for optimal switching problems in finite horizon (Q3630058) (← links)
• Optimal pair-trading strategy over long/short/square positions—empirical study (Q4554412) (← links)
• A methodology to assess the economic impact of power storage technologies (Q4561727) (← links)
• Approximation of Optimal Stopping Problems and Variational Inequalities Involving Multiple Scales in Economics and Finance (Q4606781) (← links)
• Optimal pair-trading strategy over long/short/square positions—empirical study (Q4957233) (← links)
• Sequential tracking of an unobservable two-state Markov process under Brownian noise (Q4987187) (← links)
• Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach (Q4991679) (← links)
• Optimal Switching between Locking Down and Opening the Economy Because of an Infection (Q5013556) (← links)
• Real Options Problem with Nonsmooth Obstacle (Q5019591) (← links)
• New Venture Creation: A Drift-Variance Diffusion Control Model (Q5058056) (← links)
• A renewal theory approach to two-state switching problems with infinite values (Q5109486) (← links)
• ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT (Q5193008) (← links)
• Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
• Sequential entry and exit decisions with an ergodic performance criterion (Q5485918) (← links)
• Investment in two alternative projects with multiple switches and the exit option (Q6146110) (← links)
• Optimal interventions of infectious disease (Q6150221) (← links)
• The mean field optimal switching problem: variational inequality approach (Q6588548) (← links)