Pages that link to "Item:Q4519119"
From MaRDI portal
The following pages link to An investment model with entry and exit decisions (Q4519119):
Displayed 16 items.
- Entry-exit decisions with underlying processes following geometric Lévy processes (Q511983) (← links)
- Solving singular control from optimal switching (Q945041) (← links)
- Optimal entry to an irreversible investment plan with non convex costs (Q1687372) (← links)
- A model for investment decisions with switching costs. (Q1872483) (← links)
- Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239) (← links)
- Optimal double stopping problems for maxima and minima of geometric Brownian motions (Q2152240) (← links)
- A class of solvable multiple entry problems with forced exits (Q2422352) (← links)
- The stochastic goodwill problem (Q2432911) (← links)
- Optimal partially reversible investment with entry decision and general production function (Q2485848) (← links)
- (Q3391057) (← links)
- On the Pricing of Perpetual American Compound Options (Q4561937) (← links)
- Real Options Problem with Nonsmooth Obstacle (Q5019591) (← links)
- Optimal entry and consumption under habit formation (Q5084791) (← links)
- Entry and exit decisions with linear costs under uncertainty (Q5265783) (← links)
- Entry and Exit Decision Problem with Implementation Delay (Q5504160) (← links)
- Investment in two alternative projects with multiple switches and the exit option (Q6146110) (← links)