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L.H.R. Alvarez
Information about the author L.H.R. Alvarez will soon be added to the site.
Found
3 papers
in total
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Reward functionals, salvage values, and optimal stopping
2001
We consider the optimal stopping of a linear diffusion in a problem subject to both a...
The impact of delivery lags on irreversible investment under uncertainty
2002
We consider the valuation and rational exercise of irreversible investment...
Solving optimal stopping problems of linear diffusions by applying convolution approximations
2001
We study how the convolution approximation of continuous mappings can be applied in...
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