Investment timing under incomplete information: Erratum

Mathematics of Operations Research

Volumn 34, Issue 1, 2009, Pages 255-256

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

^a Toulouse School of Economics   (France)

Author keywords

Filtering; Free boundary; Investment under uncertainty; Optimal stopping

Indexed keywords

FILTERING; FREE BOUNDARY; INCOMPLETE INFORMATION; INVESTMENT TIMING; INVESTMENT UNDER UNCERTAINTY; MARIOTTI; OPTIMAL STOPPING;

TIME MEASUREMENT;

INVESTMENTS;

EID: 67649910426     PISSN: 0364765X     EISSN: 15265471     Source Type: Journal    
DOI: 10.1287/moor.1080.0357     Document Type: Article

References (1)

1. Décamps, J.-P., T. Mariotti, S. Villeneuve. 2005. Investment timing under incomplete information. Math. Oper. Res. 30 472-500.