Irreversible investment under Lévy uncertainty: An equation for the optimal boundary
Year of publication: |
2014
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Authors: | Ferrari, Giorgio ; Salminen, Paavo |
Publisher: |
Bielefeld : Bielefeld University, Center for Mathematical Economics (IMW) |
Subject: | free-boundary | irreversible investment | singular stochastic control | optimal stopping | Lévy process | Bank and El Karoui's representation theorem | base capacity |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 810900254 [GVK] hdl:10419/111065 [Handle] |
Classification: | C02 - Mathematical Methods ; E22 - Capital; Investment (including Inventories); Capacity ; D92 - Intertemporal Firm Choice and Growth, Investment, or Financing ; G31 - Capital Budgeting; Investment Policy |
Source: |
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Irreversible investment under Lévy uncertainty : an equation for the optimal boundary
Ferrari, Giorgio, (2014)
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Irreversible Investment Under Lévy Uncertainty: An Equation for the Optimal Boundary
Ferrari, Giorgio, (2014)
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Irreversible investment under Lévy uncertainty : an equation for the optimal boundary
Ferrari, Giorgio, (2014)
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Irreversible Investment under Lévy Uncertainty : An Equation for the Optimal Boundary
Ferrari, Giorgio, (2014)
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Irreversible Investment Under Lévy Uncertainty: An Equation for the Optimal Boundary
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