Irreversible Investment under Interest Rate Variability: New Results
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- Luis H.R. Alvarez & Erkki Koskela, 2004. "Irreversible investment under interest rate variability: new results," Others 0404007, University Library of Munich, Germany.
- Alvarez, Luis H. R. & Koskela, Erkki, 2003. "Irreversible investment under interest rate variability: new results," Bank of Finland Research Discussion Papers 29/2003, Bank of Finland.
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Cited by:
- Alvarez, Luis H. R. & Koskela, Erkki, 2005.
"Wicksellian theory of forest rotation under interest rate variability,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(3), pages 529-545, March.
- Luis H. R. Alvarez & Erkki Koskela, 2001. "Wicksellian Theory of Forest Rotation under Interest Rate Variability," CESifo Working Paper Series 606, CESifo.
- Zhang, Ran & Xu, Shuang, 2014. "Optimal stopping time with stochastic volatility," Economic Modelling, Elsevier, vol. 41(C), pages 319-328.
- Nesrine Dardouri & Abdelkader Aguir & Ramzi Farhani & Mounir Smida, 2023. "Revisiting the Determinants of Investment- The Case of Tunisia," Post-Print hal-04101430, HAL.
- Faris Alshubiri, 2022. "The Impact of the Real Interest Rate, the Exchange Rate and Political Stability on Foreign Direct Investment Inflows: A Comparative Analysis of G7 and GCC Countries," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(3), pages 569-603, September.
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More about this item
Keywords
irreversible investment; variable interest rates; free boundary problems.;All these keywords.
JEL classification:
- Q23 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Renewable Resources and Conservation - - - Forestry
- G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- J15 - Labor and Demographic Economics - - Demographic Economics - - - Economics of Minorities, Races, Indigenous Peoples, and Immigrants; Non-labor Discrimination
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