Explicit solution to an irreversible investement model with a stochastic production capacity
Year of publication: |
2006
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Authors: | Pham, Huyên |
Published in: |
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]. - Berlin : Springer, ISBN 978-3-540-30782-2. - 2006, p. 547-565
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Subject: | Produktion | Production | Investitionsentscheidung | Investment decision | Sunk Costs | Sunk costs | Produktionskapazität | Production capacity | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Theorie | Theory |
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