Firm Decisions under Jump-Diffusive Dynamics
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More about this item
Keywords
firm investment; uncertainty; jump diffusions; partial irreversibility; real options;All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- D21 - Microeconomics - - Production and Organizations - - - Firm Behavior: Theory
- D22 - Microeconomics - - Production and Organizations - - - Firm Behavior: Empirical Analysis
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
NEP fields
This paper has been announced in the following NEP Reports:- NEP-UPT-2019-04-01 (Utility Models and Prospect Theory)
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