Investment timing under incomplete information

Mathematics of Operations Research

Volumn 30, Issue 2, 2005, Pages 472-500

  Décamps, Jean Paul ^a,b   Mariotti, Thomas ^a,c   Villeneuve, Stéphane ^a  

^a TOULOUSE SCHOOL OF ECONOMICS   (France)

^b Europlace Institute of Finance   (France)

^c LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Filtering; Free boundary; Investment under uncertainty; Optimal stopping

Indexed keywords

INFORMATION ANALYSIS; PARAMETER ESTIMATION; PROJECT MANAGEMENT; UNCERTAIN SYSTEMS;

FREE BOUNDARY; INVESTMENT UNDER UNCERTAINTY; OPTIMAL STOPPING;

DECISION THEORY;

EID: 31144457129     PISSN: 0364765X     EISSN: 15265471     Source Type: Journal    
DOI: 10.1287/moor.1040.0132     Document Type: Review

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