Exit strategies and price uncertainty: A Greenian approach

Journal of Mathematical Economics

Volumn 29, Issue 1, 1998, Pages 43-56

  Alvarez, Luis H R ^a  

^a UNIVERSITY OF TURKU   (Finland)

Author keywords

Irreversible exit; Optimal exit threshold; Optimal stopping; Uncertain demand; Value of the firm

Indexed keywords

EID: 0031626976     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4068(96)00813-0     Document Type: Article

References (10)

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5. Dixit, A.K., Pindyck, R.S., 1994. Investment Under Uncertainty. Princeton University Press, Princeton.
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10. Øksendal, B., 1995. Stochastic Differential Equations: An Introduction with Applications, 4th edn. Springer-Verlag, Berlin.