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]
@article{AngelisFF17,
title = {Optimal Boundary Surface for Irreversible Investment with Stochastic Costs},
author = {Tiziano De Angelis and Salvatore Federico and Giorgio Ferrari},
year = {2017},
doi = {10.1287/moor.2016.0841},
url = {https://doi.org/10.1287/moor.2016.0841},
researchr = {https://researchr.org/publication/AngelisFF17},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {42},
number = {4},
pages = {1135-1161},
}