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A unifying view on the irreversible investment exercise boundary in a stochastic, time-inhomogeneous capacity expansion problem

Fuente: arXiv

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Détails bibliographiques
Auteur principal:	Chiarolla, Maria B.
Format:	Preprint
Publié:	2022
Sujets:	Optimization and Control Probability Portfolio Management 91B38, 91B70, 93E20, 60G40, 60H25
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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