Pages that link to "Item:Q1186061"
From MaRDI portal
The following pages link to On optimal timing of investment when cost components are additive and follow geometric diffusions (Q1186061):
Displaying 14 items.
- Optimal and strategic timing of mergers and acquisitions motivated by synergies and risk diversification (Q844673) (← links)
- Value function and optimal rule on the optimal stopping problem for continuous-time Markov processes (Q1652942) (← links)
- Multidimensional investment problem (Q1702880) (← links)
- The monotone case approach for the solution of certain multidimensional optimal stopping problems (Q1986010) (← links)
- Kalman filter approach to real options with active learning (Q2090119) (← links)
- Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
- Pareto Optimality in a Bicriterion Optimal Stopping Problem (Q2941684) (← links)
- A harmonic function technique for the optimal stopping of diffusions (Q3108367) (← links)
- On a problem of optimal stopping in mathematical finance (Q3542238) (← links)
- On Wald Optimal Stopping Problem for Geometric Brownian Motions (Q3543506) (← links)
- Optimal Stopping Problem with a Vector-Valued Reward Function (Q4979798) (← links)
- Bounds for expected payoff on two stocks (Q5062342) (← links)
- On an irreversible investment problem with two-factor uncertainty (Q5079381) (← links)
- Optimal Time to Exchange Two Baskets (Q5391079) (← links)