scientific article; zbMATH DE number 1862069
From MaRDI portal
Publication:4791648
zbMath1014.91035MaRDI QIDQ4791648
Publication date: 29 January 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
optimal stoppingmanagerial flexibilitymathematical financeimpulse control problemgraphical decomposition methodreal option interactionsstochastic control framework
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Corporate finance (dividends, real options, etc.) (91G50)
Related Items (4)
First passage time of a Markov chain that converges to Bessel process ⋮ The effect of mean reversion on entry and exit decisions under uncertainty ⋮ Optimal stopping of a killed exponentially growing process ⋮ Convex risk measures for portfolio optimization and concepts of flexibility
This page was built for publication: