Explicit investment rules with time-to-build and uncertainty
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- Aïd, René & Federico, Salvatore & Pham, Huyên & Villeneuve, Bertrand, 2015. "Explicit investment rules with time-to-build and uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 240-256.
- Ren'e Aid & Salvatore Federico & Huy^en Pham & Bertrand Villeneuve, 2014. "Explicit investment rules with time-to-build and uncertainty," Papers 1406.0055, arXiv.org.
References listed on IDEAS
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- Bar-Ilan, Avner & Strange, William C, 1996. "Investment Lags," American Economic Review, American Economic Association, vol. 86(3), pages 610-622, June.
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- Milne, Alistair & Whalley, A Elizabeth, 2000. "'Time to build, option value and investment decisions': a comment," Journal of Financial Economics, Elsevier, vol. 56(2), pages 325-332, May.
- Bruder, Benjamin & Pham, Huyên, 2009. "Impulse control problem on finite horizon with execution delay," Stochastic Processes and their Applications, Elsevier, vol. 119(5), pages 1436-1469, May.
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- Julien Prat & Benjamin Walter, 2018. "An Equilibrium Model of the Market for Bitcoin Mining," CESifo Working Paper Series 6865, CESifo Group Munich.
- repec:eee:dyncon:v:82:y:2017:i:c:p:142-164 is not listed on IDEAS
- repec:eee:dyncon:v:84:y:2017:i:c:p:1-31 is not listed on IDEAS
- Julien Prat & Walter Benjamin, 2017. "An Equilibrium Model of the Market for Bitcoin Mining," Working Papers 2017-15, Center for Research in Economics and Statistics.
- Genc, Talat S., 2017. "The impact of lead time on capital investments," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 142-164.
More about this item
Keywordsdelay equations; optimal capacity; irreversible investments; singular stochastic control; time-to-build; delay equations.;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- D92 - Microeconomics - - Micro-Based Behavioral Economics - - - Intertemporal Firm Choice, Investment, Capacity, and Financing
- E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-06-14 (All new papers)
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