Irreversible investment with fixed adjustment costs : a stochastic impulse control approach
Salvatore Federico, Mauro Rosestolato, Elisa Tacconi
| Year of publication: |
2019
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| Authors: | Federico, Salvatore ; Rosestolato, Mauro ; Tacconi, Elisa |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 13.2019, 4, p. 579-616
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| Subject: | Impulse stochastic optimal control | Irreversible investment | Quasi-variational inequality | Viscosity solution | Fixed cost | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Anpassungskosten | Adjustment costs | Mathematische Optimierung | Mathematical programming | Investitionsentscheidung | Investment decision | Investition | Investment | Portfolio-Management | Portfolio selection | Volkswirtschaftliche Investitionstheorie | Theory of aggregate investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-019-00238-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012055890