Threshold-Type Policies for Real Options Using Regime-Switching Models (Q4902230)
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scientific article; zbMATH DE number 6130659
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Threshold-Type Policies for Real Options Using Regime-Switching Models |
scientific article; zbMATH DE number 6130659 |
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Threshold-Type Policies for Real Options Using Regime-Switching Models (English)
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25 January 2013
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variational inequality
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irreversible investment
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real option
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regime shift
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macroeconomic condition
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optimal stopping problem
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