FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3137837013> ?p ?o ?g. }

• W3137837013 endingPage "921" @default.
• W3137837013 startingPage "907" @default.
• W3137837013 abstract "We consider a real options model for the optimal irreversible investment problem of a profit-maximizing company. The company has the opportunity to invest in a production plant capable of producing two products, of which the prices follow two independent geometric Brownian motions. After paying a constant sunk investment cost, the company sells the products on the market and thus receives a continuous stochastic revenue flow. This investment problem is set as a two-dimensional optimal stopping problem. We find that the optimal investment decision is triggered by a convex curve, which we characterize as the unique continuous solution to a nonlinear integral equation. Furthermore, we provide analytical and numerical comparative statics results of the dependency of the project's value and investment decision with respect to the model's parameters." @default.
• W3137837013 created "2021-03-29" @default.
• W3137837013 creator A5020814759 @default.
• W3137837013 creator A5022444200 @default.
• W3137837013 date "2021-12-07" @default.
• W3137837013 modified "2023-09-27" @default.
• W3137837013 title "On an irreversible investment problem with two-factor uncertainty" @default.
• W3137837013 cites W1545761024 @default.
• W3137837013 cites W1575878314 @default.
• W3137837013 cites W1706880461 @default.
• W3137837013 cites W182881619 @default.
• W3137837013 cites W1866311589 @default.
• W3137837013 cites W1982381011 @default.
• W3137837013 cites W1990728587 @default.
• W3137837013 cites W1998976715 @default.
• W3137837013 cites W2000578291 @default.
• W3137837013 cites W2012689185 @default.
• W3137837013 cites W2034501255 @default.
• W3137837013 cites W2050333050 @default.
• W3137837013 cites W2070519772 @default.
• W3137837013 cites W2087076079 @default.
• W3137837013 cites W2124064617 @default.
• W3137837013 cites W2127565542 @default.
• W3137837013 cites W2742332334 @default.
• W3137837013 cites W2889269591 @default.
• W3137837013 cites W2909492648 @default.
• W3137837013 cites W2963468930 @default.
• W3137837013 cites W2978815251 @default.
• W3137837013 cites W3033774206 @default.
• W3137837013 cites W3123180579 @default.
• W3137837013 cites W3123682933 @default.
• W3137837013 cites W3123821384 @default.
• W3137837013 cites W3124827703 @default.
• W3137837013 cites W3126090715 @default.
• W3137837013 cites W3162901802 @default.
• W3137837013 cites W4229911014 @default.
• W3137837013 cites W4292027175 @default.
• W3137837013 cites W4365787967 @default.
• W3137837013 doi "https://doi.org/10.1080/14697688.2021.1983202" @default.
• W3137837013 hasPublicationYear "2021" @default.
• W3137837013 type Work @default.
• W3137837013 sameAs 3137837013 @default.
• W3137837013 citedByCount "1" @default.
• W3137837013 countsByYear W31378370132023 @default.
• W3137837013 crossrefType "journal-article" @default.
• W3137837013 hasAuthorship W3137837013A5020814759 @default.
• W3137837013 hasAuthorship W3137837013A5022444200 @default.
• W3137837013 hasBestOaLocation W31378370132 @default.
• W3137837013 hasConcept C101615488 @default.
• W3137837013 hasConcept C103144560 @default.
• W3137837013 hasConcept C126255220 @default.
• W3137837013 hasConcept C136264566 @default.
• W3137837013 hasConcept C144237770 @default.
• W3137837013 hasConcept C162324750 @default.
• W3137837013 hasConcept C175444787 @default.
• W3137837013 hasConcept C17744445 @default.
• W3137837013 hasConcept C181622380 @default.
• W3137837013 hasConcept C199539241 @default.
• W3137837013 hasConcept C27548731 @default.
• W3137837013 hasConcept C2780378061 @default.
• W3137837013 hasConcept C33923547 @default.
• W3137837013 hasConcept C48875124 @default.
• W3137837013 hasConcept C68710425 @default.
• W3137837013 hasConcept C94625758 @default.
• W3137837013 hasConceptScore W3137837013C101615488 @default.
• W3137837013 hasConceptScore W3137837013C103144560 @default.
• W3137837013 hasConceptScore W3137837013C126255220 @default.
• W3137837013 hasConceptScore W3137837013C136264566 @default.
• W3137837013 hasConceptScore W3137837013C144237770 @default.
• W3137837013 hasConceptScore W3137837013C162324750 @default.
• W3137837013 hasConceptScore W3137837013C175444787 @default.
• W3137837013 hasConceptScore W3137837013C17744445 @default.
• W3137837013 hasConceptScore W3137837013C181622380 @default.
• W3137837013 hasConceptScore W3137837013C199539241 @default.
• W3137837013 hasConceptScore W3137837013C27548731 @default.
• W3137837013 hasConceptScore W3137837013C2780378061 @default.
• W3137837013 hasConceptScore W3137837013C33923547 @default.
• W3137837013 hasConceptScore W3137837013C48875124 @default.
• W3137837013 hasConceptScore W3137837013C68710425 @default.
• W3137837013 hasConceptScore W3137837013C94625758 @default.
• W3137837013 hasFunder F4320320879 @default.
• W3137837013 hasIssue "5" @default.
• W3137837013 hasLocation W31378370131 @default.
• W3137837013 hasLocation W31378370132 @default.
• W3137837013 hasLocation W31378370133 @default.
• W3137837013 hasLocation W31378370134 @default.
• W3137837013 hasOpenAccess W3137837013 @default.
• W3137837013 hasPrimaryLocation W31378370131 @default.
• W3137837013 hasRelatedWork W1905985402 @default.
• W3137837013 hasRelatedWork W1989149110 @default.
• W3137837013 hasRelatedWork W2012486259 @default.
• W3137837013 hasRelatedWork W2016642127 @default.
• W3137837013 hasRelatedWork W2053114449 @default.
• W3137837013 hasRelatedWork W2379874150 @default.
• W3137837013 hasRelatedWork W3112147271 @default.
• W3137837013 hasRelatedWork W3121948216 @default.
• W3137837013 hasRelatedWork W3123888344 @default.
• W3137837013 hasRelatedWork W3124515989 @default.

• next