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Competitive industry dynamics with constant costs
Currie, Martin, (1998)
Irreversible investment in stochastically cyclical
Ruiz-Aliseda, Francisco, (2007)
Irreversible investment problems
Øksendal, Anders, (2000)
Continuous-time stochastic control and optimization with financial applications
Pham, Huyên, (2009)
A large deviations approach to optimal long term investment
Pham, Huyên, (2003)
Mean-variance hedging for partially observed drift processes
Pham, Huyên, (2001)