On irreversible investment
Year of publication: |
2011
|
---|---|
Authors: | Riedel, Frank ; Su, Xia |
Published in: |
Finance and Stochastics. - Springer. - Vol. 15.2011, 4, p. 607-633
|
Publisher: |
Springer |
Subject: | Sequential irreversible investment | Capacity expansion | Singular control problem | Lévy processes |
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