Stochastic optimization approach of car value depreciation

DOI10.1002/ASMB.1911MaRDI QIDQ5414537zbMATH OpenOpenAlexFDO

Authors Bader Alshamary, Ovidiu Calin

Publication date 6 May 2014

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asmb.1911

zbMATH Keywords

depreciationPoisson processselling timevariational problem

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic programming (90C15)

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Cites work

• Option pricing when underlying stock returns are discontinuous
• Stochastic differential equations. An introduction with applications.

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• Optimization model to start harvesting in stochastic aquaculture system
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