A Stochastic Partially Reversible Investment Problem on a Finite Time-Horizon: Free-Boundary Analysis (2013)

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/10.48550/arxiv.1303.6189

Publication URI: https://arxiv.org/abs/1303.6189

Type: Other