Pages that link to "Item:Q5079381"
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The following pages link to On an irreversible investment problem with two-factor uncertainty (Q5079381):
Displaying 9 items.
- Optimal investment with two-factor uncertainty (Q367380) (← links)
- Irreversible exit decisions under mean-reverting uncertainty (Q403751) (← links)
- Stochastic intertemporal duality: an application to investment under uncertainty (Q956562) (← links)
- Solution of a two-dimensional stochastic investment problem (Q1294193) (← links)
- Generalized Kuhn-Tucker conditions for \(N\)-firm stochastic irreversible investment under limited resources (Q2873857) (← links)
- On Optimization of Long-Term Irreversible Investments in a Diffusion Model (Q4328509) (← links)
- Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold (Q5704213) (← links)
- Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
- A reversible investment problem with capacity and demand in finite horizon: free boundary analysis (Q6490243) (← links)