Characterization of the Optimal Boundaries in Reversible Investment Problems
Work
Year: 2014
Type: article
Abstract: This paper studies a reversible investment problem where a social planner aims to control its capacity production in order to fit optimally the random demand of a good. Our model allows for general di... more
Authors Salvatore Federico, H. Pham
Cites: 39
Cited by: 15
Related to: 10
FWCI: 5.811
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Open Access status: green