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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, 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