Optimal Boundary Surface for Irreversible Investment with Stochastic Costs

Tiziano De Angelis, Salvatore Federico, Giorgio Ferrari. Optimal Boundary Surface for Irreversible Investment with Stochastic Costs. Math. Oper. Res., 42(4):1135-1161, 2017. [doi]

Authors

Tiziano De Angelis

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Salvatore Federico

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Giorgio Ferrari

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