Han, Xiaoru; Yi, Fahuai An irreversible investment problem with maintenance expenditure on a finite horizon: free boundary analysis. (English) Zbl 1339.93123 J. Math. Anal. Appl. 440, No. 2, 597-623 (2016). MSC: 93E20 91B38 49N90 93C20 PDFBibTeX XMLCite \textit{X. Han} and \textit{F. Yi}, J. Math. Anal. Appl. 440, No. 2, 597--623 (2016; Zbl 1339.93123) Full Text: DOI
Ferrari, Giorgio; Salminen, Paavo Irreversible investment under Lévy uncertainty: an equation for the optimal boundary. (English) Zbl 1341.93108 Adv. Appl. Probab. 48, No. 1, 298-314 (2016). MSC: 93E20 60G40 60G51 91B70 PDFBibTeX XMLCite \textit{G. Ferrari} and \textit{P. Salminen}, Adv. Appl. Probab. 48, No. 1, 298--314 (2016; Zbl 1341.93108) Full Text: DOI arXiv Euclid