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Irreversible investment with Cox-Ingersoll-Ross type mean reversion
Ewald, Christian-Oliver
;
Wang, Wen-Kai
- In:
Mathematical social sciences
59
(
2010
)
3
,
pp. 314-318
Persistent link: https://www.econbiz.de/10009300886
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Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation : a practical guide
Ewald, Christian-Oliver
;
Wang, Wen-kai
- In:
Mathematical social sciences
61
(
2011
)
3
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pp. 146-151
Persistent link: https://www.econbiz.de/10009305599
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On the investment-uncertainty relationship in a real option model with stochastic volatility
Ting, Sai Hung Marten
;
Ewald, Christian-Oliver
;
Wang, …
- In:
Mathematical social sciences
66
(
2013
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10009751763
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