An optimal stopping problem for an investing firm

dc.contributor.author	Bayón Arnau, Luis Froilán
dc.contributor.author	Fortuny Ayuso, Pedro
dc.contributor.author	Grau Ribas, José María
dc.contributor.author	Ruiz Santos, María del Mar
dc.contributor.author	García Rubio, Raquel
dc.date.accessioned	2020-06-26T07:56:35Z
dc.date.available	2020-06-26T07:56:35Z
dc.date.issued	2020
dc.identifier.citation	Economic Computation and Economic Cybernetics Studies and Research, 54(1), p. 65-78 (2020); doi:10.24818/18423264/54.1.20.05
dc.identifier.issn	0424-267X
dc.identifier.uri	http://hdl.handle.net/10651/55031
dc.format.extent	p. 65-78
dc.language.iso	eng
dc.relation.ispartof	Economic Computation and Economic Cybernetics Studies and Research
dc.rights	©,
dc.source	Scopus
dc.source.uri	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85082115770&doi=10.24818%2f18423264%2f54.1.20.05&partnerID=40&md5=9ee378c15d46fce388d33316caeed371
dc.title	An optimal stopping problem for an investing firm
dc.type	journal article
dc.identifier.doi	10.24818/18423264/54.1.20.05
dc.relation.publisherversion	http://dx.doi.org/10.24818/18423264/54.1.20.05

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