Work

On optimal timing of investment when cost components are additive and follow geometric diffusions

Year: 1992

Type: article

Source: Journal of Economic Dynamics and Control

DOI: 10.1016/0165-1889(92)90004-x

Authors: Trond E. Olsen, Gunnar Stensland

Institutions: NORCE Research AS, Chr. Michelsen Institute

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2070519772

FWCI: 0.839

Cites: 6

Cited by: 30

Related to: 10