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Stochastic models and option values : applications to resources, environment and investment problems; [Papers presented at a conference organized by the Centre for Applied Research at the Department of Economics, Univ. of Oslo, and held at Loen, Norway in 1989]
Lund, Diderik, (1991)
Optimal time to invest when the price processes are geometric Brownian motions
Hu, Yaozhong, (1996)
Optimal stochastic intervention control with application to the exchange rate
Mundaca, B. Gabriela, (1998)