On an irreversible investment problem with two-factor uncertainty
Year of publication: |
2022
|
---|---|
Authors: | Dammann, Felix ; Ferrari, Giorgio |
Subject: | Comparative statics | Irreversible investment | Nonlinear integral equation | Optimal stopping | Real options | Realoptionsansatz | Real options analysis | Entscheidung unter Unsicherheit | Decision under uncertainty | Investitionsentscheidung | Investment decision | Risiko | Risk | Optionspreistheorie | Option pricing theory | Suchtheorie | Search theory | Stochastischer Prozess | Stochastic process |
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