Valuation of investments in real assets with implications for the stock prices

SIAM Journal on Control and Optimization

Volumn 36, Issue 6, 1998, Pages 2082-2102

  Knudsen, Thomas S ^a   Meister, Bernhard ^b   Zervos, Mihail ^c  

^a UNIVERSITY OF TSUKUBA   (Japan)

^b Tokyo Institute of Technology ^*  (Japan)

^c NEWCASTLE UNIVERSITY   (United Kingdom)

Author keywords

Optimal stopping; Options; Real assets; Stochastic control

Indexed keywords

DIFFERENTIAL EQUATIONS; DYNAMIC PROGRAMMING; OPTIMIZATION; PROBLEM SOLVING;

INVESTMENTS; OPTIMAL STOPPING; REAL ASSETS; STOCK PRICES;

STOCHASTIC CONTROL SYSTEMS;

EID: 0032205772     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012997315816     Document Type: Article

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