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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]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank-El Karoui Representation TheoremMaria B. Chiarolla, Giorgio Ferrari. siamco, 52(2):1048-1070, 2014. [doi]
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