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Investment strategies of duopoly firms with asymmetric time-to-build under a jump-diffusion model

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Analytical solution for an investment problem under uncertainties with shocks

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Optimal investment decision under switching regimes of subsidy support

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Optimal entry to an irreversible investment plan with non convex costs

De Angelis, Tiziano; Ferrari, Giorgio; Martyr, Randall; … - In: Mathematics and financial economics 11 (2017) 4, pp. 423-454

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Optimal boundary surface for irreversible investment with stochastic costs

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Optimal entry to an irreversible investment plan with non convex costs

De Angelis, Tiziano; Ferrari, Giorgio; Martyr, Randall; … - 2016

considered one of irreversible investment with a cost functional which is non convex with respect to the control variable. In … this paper we study the optimal entry into this investment plan. The optimal entry policy can have an irregular boundary …

Persistent link: https://www.econbiz.de/10011517478