MODELLING INFORMATION FLOWS BY MEYER-σ-FIELDS IN THE SINGULAR STOCHASTIC CONTROL PROBLEM OF IRREVERSIBLE INVESTMENT
Autor: | Bank, Peter, Besslich, David |
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Zdroj: | The Annals of Applied Probability, 2020 Dec 01. 30(6), 2923-2962. |
Databáze: | JSTOR Journals |
Externí odkaz: |