A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis (2014)

First Author: De Angelis T
Attributed to:  Optimal Prediction in Local Electricity Markets funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.spa.2014.07.008

Publication URI: http://dx.doi.org/10.1016/j.spa.2014.07.008

Type: Journal Article/Review

Parent Publication: Stochastic Processes and their Applications

Issue: 12