On an irreversible investment problem with two-factor uncertainty
Author:
Affiliation:
1. Center for Mathematical Economics (IMW), Bielefeld University, Universitätsstraße 25, Bielefeld D-33615, Germany
Funder
Deutsche Forschungsgemeinschaft
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/14697688.2021.1983202
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1. Renewing Assets with Uncertain Revenues and Operating Costs
2. Reward functionals, salvage values, and optimal stopping
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4. Handbook of Brownian Motion - Facts and Formulae
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