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Optimal capital accumulation under price uncertainty and costly reversibility
16 references·2 citing·34 second hop
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this work references cited by second hop

References

  • 1994Investment Under Uncertainty.9,566 cited
  • 1994Investment under Uncertainty9,092 cited
  • 2007Brownian Motion and Stochastic Calculus7,544 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,169 cited
  • 1982Tobin's Marginal q and Average q: A Neoclassical Interpretation3,178 cited
  • 1990Irreversibility, Uncertainty, and Investment2,456 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1989Entry and Exit Decisions under Uncertainty2,356 cited
  • 1991Brownian motion and stochastic calculus2,337 cited
  • 1990Firing Costs and Labour Demand: How Bad is Eurosclerosis?1,374 cited
  • 1986Irreversible Investment, Capacity Choice and the Value of the Firm1,305 cited
  • 2002Handbook of Brownian Motion - Facts and Formulae1,149 cited
  • 1987Brownian Motion and Stochastic Flow Systems.1,098 cited
  • 1992Investment and Hysteresis985 cited
  • 1996Optimal Investment with Costly Reversibility615 cited
  • 1996Options, the Value of Capital, and Investment491 cited

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Cited by

  • 2019Irreversible investment with fixed adjustment costs: a stochastic impulse control approach17 cited
  • 2013Long-Term Optimal Investment Strategies in the Presence of Adjustment Costs16 cited