Optimal exit from a project with noisy returns

Probability in the Engineering and Informational Sciences

Volumn 17, Issue 4, 2003, Pages 435-458

  Ryan, Reade ^a   Lippman, Steven A ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

DECISION MAKING; DIFFERENTIAL EQUATIONS; STOCHASTIC SYSTEMS;

BROWNIAN MOTION WITH DRIFT; COMPARATIVE STATICS; CRITICAL NUMBERS; DECISION MAKERS; DISCOUNTED PROFIT; INVESTMENT PROJECTS; POSTERIOR PROBABILITY; STOCHASTIC DIFFERENTIAL EQUATIONS;

PROFITABILITY;

EID: 1642450920     PISSN: 02699648     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0269964803174013     Document Type: Article

References (9)

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