Optimal stopping of expected profit and cost yields in an investment under uncertainty
Author:
Affiliation:
1. a Department of Mathematics , The Royal Institute of Technology , SE-100 44, Stockholm, Sweden
2. b Département de Mathématiques, Equipe Statistique et Processus , Université du Maine , Avenue Olivier Messiaen, 72085, Le Mans, Cedex 9, France
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2010.516828
Reference9 articles.
1. Evaluating Natural Resource Investments
2. Investment under Uncertainty
3. Lecture Notes in Mathematics No 876;El Karoui N.,1980
4. Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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