The effect of mean reversion on entry and exit decisions under uncertainty

Journal of Economic Dynamics and Control

Volumn 34, Issue 4, 2010, Pages 725-742

  Tsekrekos, Andrianos E ^a  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

Investment; Mean reversion; Real options; Uncertainty

Indexed keywords

EID: 77950300280     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2009.10.015     Document Type: Article

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