Optimal entry and exit decisions under uncertainty and the impact of mean reversion (Q2079296)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal entry and exit decisions under uncertainty and the impact of mean reversion |
scientific article; zbMATH DE number 7594558
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal entry and exit decisions under uncertainty and the impact of mean reversion |
scientific article; zbMATH DE number 7594558 |
Statements
Optimal entry and exit decisions under uncertainty and the impact of mean reversion (English)
0 references
29 September 2022
0 references
stochastic processes
0 references
mean reversion
0 references
real options
0 references
optimal switching
0 references
