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Please use this identifier to cite or link to this item: http://hdl.handle.net/10805/1341

Title: On Stochastic, Irreversible Investment Problems in Continuous Time: a New Approach Based on First Order Conditions
Authors: FERRARI, GIORGIO
Tutor: Chiarolla, Maria B.
Riedel, Frank
Keywords: Singular Stochastic Control
Optimal Stopping
Irreversible Investment
Bank-El Karoui's Representation Theorem
First Order Conditions
Base Capacity
Issue Date: 17-Feb-2012
URI: http://hdl.handle.net/10805/1341
Research interests: Singular Stochastic Control, Optimal Stopping, Irreversible and Reversible Investment Problems, Malliavin Calculus with Financial Applications
Appears in PhD:MATEMATICA PER LE APPLICAZIONI ECONOMICO-FINANZIARIE

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