Valuation of Investments in Real Assets with Implications for the Stock Prices

DOI10.1137/S0363012997315816zbMath0908.93072MaRDI QIDQ4210202

Bernhard K. Meister, Thomas Skov Knudsen, Mihail Zervos

Publication date: 21 September 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

optionsdynamic programmingproduction schedulingoptimal stoppingstochastic controlinvestmentsreal assets

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Production theory, theory of the firm (91B38) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Corporate finance (dividends, real options, etc.) (91G50)

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