Investment Timing Under Incomplete Information

DOI10.1287/moor.1040.0132zbMath1082.91048OpenAlexW3123651574MaRDI QIDQ5704233

Stéphane Villeneuve, Jean-Paul Décamps, Thomas Mariotti

Publication date: 11 November 2005

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

Full work available at URL: http://eprints.lse.ac.uk/19325/

zbMATH Keywords

optimal stoppingfilteringfree boundaryinvestment under uncertainty

Mathematics Subject Classification ID

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