Investment Timing Under Incomplete Information: Erratum

DOI10.1287/MOOR.1080.0357zbMath1213.60081OpenAlexW2156013351MaRDI QIDQ3169031

Thomas Mariotti, Jean-Paul Décamps, Stéphane Villeneuve

Publication date: 27 April 2011

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.1080.0357

zbMATH Keywords

optimal stoppingfilteringfree boundaryinvestment under uncertainty

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (3)

Investment Timing with Incomplete Information and Multiple Means of Learning ⋮ Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point ⋮ Optimal stopping problems in Lévy models with random observations

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