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Investment under uncertainty

Dixit, Avinash K.; Pindyck, Robert S.; Dixit, Robert K. - 2012

Frontmatter -- Contents -- Preface -- Part I. Introduction -- Chapter 1. A New View of Investment -- Chapter 2. Developing the Concepts Through Simple Examples -- Part II. Mathematical Background -- Chapter 3. Stochastic Processes and Ito's Lemma -- Chapter 4. Dynamic Optimization under...