Dammann, Felix; Ferrari, Giorgio: On an Irreversible Investment Problem with Two-Factor Uncertainty. In: . Vol.646. 2021, page 23 et seq.
Content
- 1. Introduction
- 2. The Irreversible Investment Problem
- 3. Two Benchmark Problems
- 4. On the Value Function of the Optimal Investment Problem
- 5. On The Optimal Boundary
- 6. Comparative Statics Analysis
- Appendix A. Proof of Proposition 4.1
- Appendix B. Proof of Theorem 4.2
- Appendix C. Proof of Proposition 6.1
- Funding
- References