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Irreversible investment with regime shifts

Guo, Xin; Miao, Jianjun; Morellec, Erwan - In: Journal of economic theory 122 (2005) 1, pp. 37-59

Persistent link: https://www.econbiz.de/10002825135

Irreversible investment with regime shifts

Guo, Xin (contributor); Miao, Jianjun (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001865012

Irreversible investment with regime shifts

Guo, Xin; Miao, Jianjun; Morellec, Erwan - In: Journal of economic theory 122 (2005) 1, pp. 37-59

Persistent link: https://www.econbiz.de/10007642991

Irreversible investment with regime shifts

Guo, Xin; Miao, Jianjun; Morellec, Erwan - In: Journal of Economic Theory 122 (2005) 1, pp. 37-59

Persistent link: https://www.econbiz.de/10005159569

Irreversible Investment with Regime Shifts

Guo, Xin; Miao, Jianjun; Morellec, Erwan - Swiss Finance Institute - 2002

Under the real options approach to investment under uncertainty, agents formulate optimal policies under the assumption that firms’ growth prospects do not vary over time. This paper proposes and solves a model of investment decisions in which the growth rate and volatility of the decision...

Persistent link: https://www.econbiz.de/10005612042

First-train timing synchronisation using multi-objective optimisation in urban transit networks

Guo, Xin; Wu, Jianjun; Zhou, Jin; Yang, Xin; Wu, … - In: International journal of production research 57 (2019) 11, pp. 3522-3537

Persistent link: https://www.econbiz.de/10012193339

A capacity matching model in a collaborative urban public transport system : integrating passenger and freight transportation

Li, Feng; Guo, Xin; Zhou, Li; Wu, Jianjun; Li, Tongfei - In: International journal of production research 60 (2022) 20, pp. 6303-6328

Persistent link: https://www.econbiz.de/10013501043

Solving singular control from optimal switching

Guo, Xin; Tomecek, Pascal - In: Asia-Pacific financial markets 15 (2008) 1, pp. 25-45

Persistent link: https://www.econbiz.de/10003757434

Distressed debt prices and recovery rate estimation

Guo, Xin; Jarrow, Robert A.; Lin, Haizhi - In: Review of derivatives research 11 (2008) 3, pp. 171-204

Persistent link: https://www.econbiz.de/10003835030

Modeling the recovery rate in a reduced form model

Guo, Xin; Jarrow, Robert A.; Zeng, Yan - In: Mathematical finance : an international journal of … 19 (2009) 1, pp. 73-97

Persistent link: https://www.econbiz.de/10003818346

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