A model for investment decisions with switching costs

By K. Duckworth, Mihail Zervos. 2001

114 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/327fb920e9ee3f8c85bd4b08f99bf313fa387014

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Said Hamadène
2. Jianfeng Zhang
3. Shige Peng
4. Idris Kharroubi

In Finance

1. Jianfeng Zhang
2. Said Hamadène
3. Shige Peng
4. Nizar Touzi
5. Adrien Richou
6. Marcel Nutz
7. Christian Bender
8. Jean-François Chassagneux

Citations in the corpus

• A stochastic target formulation for optimal switching problems in finite horizon (2009, unknown): “[4], [9], [10] and [8].”
• Switching problem and related system of reflected backward SDEs (2010, background): “The standard starting and stopping (or two modes switching) problem has attracted a lot of interest during the past decades; see a long list [1–3,6,9,7,8,12,11,17,21,20,28,31,33–35], and the references therein.”
• The Finite Horizon Optimal Multi-Modes Switching Problem: The Viscosity Solution Approach (2008, background): “Either a probabilistic one ([10, 11, 17, 19, 22, 23]) or an approach which uses partial differential inequalities (PDIs for short) ([1, 2, 5, 13, 20, 29, 26]).”