Explicit Solution to an Irreversible Investment Model with a Stochastic Production Capacity

Huyên Pham ()
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Huyên Pham: Laboratoire de Probabilités et Modèles Aléatoires CNRS, UMR 7599

A chapter in From Stochastic Calculus to Mathematical Finance, 2006, pp 547-565 from Springer

Keywords: Viscosity Solution; Explicit Solution; Bellman Equation; Singular Control; Viscosity Subsolution (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-30788-4_27

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DOI: 10.1007/978-3-540-30788-4_27

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