An investment model with entry and exit decisions

Journal of Applied Probability

Volumn 37, Issue 2, 2000, Pages 547-559

  Duckworth, J Kate ^a   Zervos, Mihail ^b  

^a NEWCASTLE UNIVERSITY   (United Kingdom)

^b KING'S COLLEGE LONDON   (United Kingdom)

Author keywords

Optimal stopping; Real assets; Stochastic control

Indexed keywords

EID: 0034339321     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1014842558     Document Type: Article

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