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https://doi.org/10.1007/s00362-019-01088-w
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Cite Journal: Statistical Papers |  Publication Date: Jan 29, 2019 |
 Citations: 2 |
Affiliation: University of Lisbon, Instituto Politécnico de Lisboa
We consider an optimal stopping time problem, related with many models found in real options problems. We present analytical solutions for a broad class of gain functions, considering quite general assumptions over the model. Also, an extensive and general sensitivity analysis is provided.
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