Irreversible capital accumulation under interest rate uncertainty
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Publication:604806
DOI10.1007/s00186-010-0319-0zbMath1211.91247OpenAlexW2022868228MaRDI QIDQ604806
Publication date: 12 November 2010
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-010-0319-0
Optimal stochastic control (93E20) Interest rates, asset pricing, etc. (stochastic models) (91G30) Corporate finance (dividends, real options, etc.) (91G50) Portfolio theory (91G10)
Related Items (2)
Irreversible capital accumulation with economic impact ⋮ Irreversible investment with fixed adjustment costs: a stochastic impulse control approach
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