Regime uncertainty and optimal investment timing
type: Item
instance of: scholarly article
title: Regime uncertainty and optimal investment timing
zbMATH Open document ID: 1176.91064
author: Katsumasa Nishide
author: Ernesto Kazuhiro Nomi
publication date: 2009-12-07T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5643008
zbMATH Keywords: investment timing
zbMATH Keywords: real options
zbMATH Keywords: policy change
zbMATH Keywords: regime uncertainty
MaRDI profile type: Publication
full work available at URL: j.jedc.2009.04.002
OpenAlex ID: W2056360023
cites work: Irreversible investment with regime shifts
cites work: Optimal Stopping and the American Put
cites work: Investment under uncertainty and policy change
cites work: On optimal stopping and free boundary problems
cites work: The Mathematics of Financial Derivatives
DOI: 10.1016/J.JEDC.2009.04.002
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5643008