Optimal entry and exit decisions under uncertainty and the impact of mean reversion
Jostein Tvedt
| Year of publication: |
2022
|
|---|---|
| Authors: | Tvedt, Jostein |
| Published in: |
Operations research forum. - Cham : Springer International Publishing, ISSN 2662-2556, ZDB-ID 2978290-9. - Vol. 3.2022, 4, Art.-No. 54, p. 1-21
|
| Subject: | Mean reversion | Optimal switching | Real options | Stochastic processes | Realoptionsansatz | Real options analysis | Theorie | Theory | Mean Reversion | Stochastischer Prozess | Stochastic process | Markteintritt | Market entry | Markov-Kette | Markov chain | Risiko | Risk |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s43069-022-00161-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013461934