Optimal stopping with random exercise lag
type: Item
instance of: scholarly article
title: Optimal stopping with random exercise lag
zbMATH Open document ID: 1266.60076
author: Jukka Lempa
published in: Mathematical Methods of Operations Research
publication date: 2013-02-20T00:00:00Z
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6137601
zbMATH Keywords: optimal stopping
zbMATH Keywords: real options
zbMATH Keywords: time to build
zbMATH Keywords: implementation delay
zbMATH Keywords: strong Markov process
zbMATH Keywords: diffusion
zbMATH Keywords: resolvent operator
zbMATH Keywords: \(\varepsilon\)-Optimal stopping times
MaRDI profile type: Publication
full work available at URL: s00186-012-0384-7
OpenAlex ID: W1997826741
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DOI: 10.1007/S00186-012-0384-7
description: scientific article; zbMATH DE number 6137601