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An equilibrium model of irreversible investment

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  • Kogan, Leonid

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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 62 (2001)
Issue (Month): 2 (November)
Pages: 201-245

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Handle: RePEc:eee:jfinec:v:62:y:2001:i:2:p:201-245
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505576

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  38. Harrison, J. Michael & Pliska, Stanley R., 1983. "A stochastic calculus model of continuous trading: Complete markets," Stochastic Processes and their Applications, Elsevier, vol. 15(3), pages 313-316, August.
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