Pages that link to "Item:Q2740065"
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The following pages link to Discrete approximation of optimal stopping time in the problem of irreversible investment (Q2740065):
Displaying 7 items.
- On optimal timing of investment when cost components are additive and follow geometric diffusions (Q1186061) (← links)
- Multidimensional investment problem (Q1702880) (← links)
- The convergence rate from discrete to continuous optimal investment stopping problem (Q2044110) (← links)
- Optimal stopping investment with non-smooth utility over an infinite time horizon (Q2423273) (← links)
- Convergence of values in optimal stopping and convergence of optimal stopping times (Q2461967) (← links)
- On the Starting and Stopping Problem: Application in Reversible Investments (Q5388024) (← links)
- Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold (Q5704213) (← links)