"Identifying the Free Boundary of a Stochastic, Irreversible Investment ..."

Maria B. Chiarolla, Giorgio Ferrari (2014)

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DOI: 10.1137/11085195X

access: closed

type: Journal Article

metadata version: 2020-07-09

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Maria B. Chiarolla, Giorgio Ferrari:
Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank-El Karoui Representation Theorem. SIAM J. Control. Optim. 52(2): 1048-1070 (2014)

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