Irreversible investment with Cox-Ingersoll-Ross type mean reversion (Q975940)
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scientific article; zbMATH DE number 5720249
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Irreversible investment with Cox-Ingersoll-Ross type mean reversion |
scientific article; zbMATH DE number 5720249 |
Statements
Irreversible investment with Cox-Ingersoll-Ross type mean reversion (English)
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11 June 2010
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irreversible investment
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real options
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models of mean reversion
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optimal control
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Cox-Ingersoll-Ross process
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foreign direct investment
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