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"Irreversible investment with Cox-Ingersoll-Ross type mean reversion."

Christian-Oliver Ewald, Wen-Kai Wang (2010)

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DOI: 10.1016/J.MATHSOCSCI.2009.12.002

access: closed

type: Journal Article

metadata version: 2022-12-07

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Christian-Oliver Ewald, Wen-Kai Wang:
Irreversible investment with Cox-Ingersoll-Ross type mean reversion. Math. Soc. Sci. 59(3): 314-318 (2010)

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