Optimal Partially Reversible Investment with Entry Decision and General Production Function

By Xin Guo, Huyen Pham. 2005

96 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/7dbedbbb5c7d11d2f78bcf60200b83ba28a42b95

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. M. Ludkovski
2. René A. Carmona
3. Daniel Lacker
4. Shige Peng
5. Markus Fischer
6. François Delarue
7. Franccois Delarue
8. D. Crisan

In Finance

1. M. Ludkovski
2. René A. Carmona
3. Daniel Lacker
4. Shige Peng
5. Markus Fischer
6. François Delarue
7. Franccois Delarue
8. Dylan Possamaï

Citations in the corpus

• Pricing Asset Scheduling Flexibility using Optimal Switching (2008, background): “The existing mathematical finance literature related to the optimal switching problem (Bayraktar and Egami, 2007; Brekke and Øksendal, 1994; Dixit, 1989; Guo and Pham, 2005; Pham and Ly Vath, 2007; Zervos, 2003) has focused on obtaining closed-form solutions.”