Optimal stopping with random exercise lag
Year of publication: |
2012
|
---|---|
Authors: | Lempa, Jukka |
Published in: |
Computational Statistics. - Springer. - Vol. 75.2012, 3, p. 273-286
|
Publisher: |
Springer |
Subject: | Optimal stopping | Real options | Time to build | Implementation delay | Strong Markov process | Diffusion | Resolvent operator | $${\varepsilon}$$ -Optimal stopping times |
-
Some results on optimal stopping under phase-type distributed implementation delay
Lempa, Jukka, (2020)
-
Optimal investment timing in the dry bulk shipping sector
Gkochari, Christiana C., (2015)
-
Time to build : a real options analysis of port capacity expansion investments under uncertainty
Balliauw, Matteo, (2021)
- More ...
-
On Infinite Horizon Optimal Stopping of General Random Walk
Lempa, Jukka, (2006)
-
The Optimal Stopping Problem of Dupuis and Wang: A Generalization
Lempa, Jukka, (2008)
-
Alvarez, Luis H. R., (2009)
- More ...