Investment Timing Under Incomplete Information: Erratum

Stephane Villeneuve, Thomas Mariotti and Jean-Paul Décamps
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Thomas Mariotti: GREMAQ - Groupe de recherche en économie mathématique et quantitative - UT Capitole - Université Toulouse Capitole - UT - Université de Toulouse - INRA - Institut National de la Recherche Agronomique - EHESS - École des hautes études en sciences sociales - CNRS - Centre National de la Recherche Scientifique

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Abstract: In this note, we point out a mistake in the proof of Theorem 5.1 in Décamps et al. [Décamps, J.-P., T. Mariotti, S. Villeneuve. 2005. Investment timing under incomplete information. Math. Oper. Res. 30 472-500].

Keywords: filtering; free boundary; investment under uncertainty; optimal stopping (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (1)

Published in Mathematics of Operations Research, 2009, 34 (1), pp.255-256

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00491482

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