The effect of mean reversion on entry and exit decisions under uncertainty
type: Item
instance of: scholarly article
title: The effect of mean reversion on entry and exit decisions under uncertainty
zbMATH Open document ID: 1202.91340
author: Andrianos E. Tsekrekos
publication date: 2010-04-22T00:00:00Z
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 60J70
zbMATH DE Number: 5697093
zbMATH Keywords: investment
zbMATH Keywords: uncertainty
zbMATH Keywords: real options
zbMATH Keywords: mean reversion
MaRDI profile type: Publication
full work available at URL: j.jedc.2009.10.015
OpenAlex ID: W3125196117
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DOI: 10.1016/J.JEDC.2009.10.015
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 5697093