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Optimal Time to Exchange Two Baskets
4 references·0 citing·18 second hop
Optimal Time to Exchange Two Baskets (2011)Optimal Time to Exchange Two BasketsA harmonic function technique for the optimal stopping of diffusions (2011)A harmonic function technique…Optimal time to invest when the price processes are geometric Brownian motions (1998)Optimal time to invest when t…On optimal timing of investment when cost components are additive and follow geometric diffusions (1992)On optimal timing of investme…The Value of Waiting to Invest (1982)The Value of Waiting to InvestStochastic Differential Equations: An Introduction with Applications. (1987)Long-term risk management of nuclear waste: a real options approach (2002)Optimal and strategic timing of mergers and acquisitions motivated by synergies and risk diversification (2007)Economics of High-Temperature Nuclear Reactors for Industrial Cogeneration (2014)Handbook of Brownian Motion — Facts and Formulae (1996)On the optimal stopping problem for one-dimensional diffusions (2003)On the structure of discounted optimal stopping problems for one-dimensional diffusions (2011)On the optimal stopping of a one-dimensional diffusion (2013)On the solution of general impulse control problems using superharmonic functions (2013)Theory of Rational Option Pricing (1973)Option pricing when underlying stock returns are discontinuous (1976)Irreversibility, Uncertainty, and Cyclical Investment (1980)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Uncertainty about Government Policy and Stock Prices (2012)Fluctuations in Uncertainty (2014)Stochastic Differential Equations—An Introduction With Applications (2006)Sequential American Exchange Property Options (2007)Acquisition of Project-Specific Assets with Bayesian Updating (2011)
this work references cited by second hop

References

  • 1982The Value of Waiting to Invest3,606 cited
  • 1998Optimal time to invest when the price processes are geometric Brownian motions72 cited
  • 2011A harmonic function technique for the optimal stopping of diffusions42 cited
  • 1992On optimal timing of investment when cost components are additive and follow geometric diffusions31 cited

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