On optimal timing of investment when cost components are additive and follow geometric diffusions (Q1186061)
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scientific article; zbMATH DE number 36164
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal timing of investment when cost components are additive and follow geometric diffusions |
scientific article; zbMATH DE number 36164 |
Statements
On optimal timing of investment when cost components are additive and follow geometric diffusions (English)
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28 June 1992
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optimal stopping rule
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geometric Brownian motions
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