Irreversible investment with Cox–Ingersoll–Ross type mean reversion

✍ Scribed by Christian-Oliver Ewald; Wen-Kai Wang

• Book ID: 104045946
• Publisher: Elsevier Science
• Year: 2010
• Tongue: English
• Weight: 484 KB
• Volume: 59
• Category: Article
• ISSN: 0165-4896
• DOI: 10.1016/j.mathsocsci.2009.12.002