On Irreversible Investment
Year of publication: |
2006-06
|
---|---|
Authors: | Su, Xia ; Riedel, Frank |
Institutions: | University of Bonn, Germany |
Subject: | Sequential Irreversible Investment | Capacity Expansion | Singular Control Problem | Levy Processes |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 4 pages long |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; E22 - Capital; Investment (including Inventories); Capacity ; G11 - Portfolio Choice |
Source: |
-
Riedel, Frank, (2006)
-
Riedel, Frank, (2011)
-
Riedel, Frank, (2008)
- More ...
-
Hedging Basket Options by Using a Subset of Underlying Assets
Su, Xia, (2006)
-
Evolutionary Dynamics on Infinite Strategy Spaces
Oechssler, Joerg, (1999)
-
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case
Hofbauer, Josef, (2005)
- More ...