Optimal investment timing using Markov jump price processes
Year of publication: |
2007-07
|
---|---|
Authors: | Fonte, Fernando A. C. C. ; Fontes, Dalila B. M. M. |
Institutions: | Faculdade de Economia, Universidade do Porto |
Subject: | Irreversible investment | optimal stopping | dynamic programming | Markov jump processes |
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