A model for the long-term optimal capacity level of an investment project

International Journal of Theoretical and Applied Finance

Volumn 14, Issue 2, 2011, Pages 187-196

  LØkka, Arne ^a   Zervos, Mihail ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Capacity expansion; ergodic optimization; irreversible investment; It diffusion; singular control; stochastic payoff

Indexed keywords

EID: 79954457973     PISSN: 02190249     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219024911006322     Document Type: Article

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