Investment Timing Under Incomplete Information: Erratum

Décamps, Jean-Paul, Mariotti, Thomas and Villeneuve, Stéphane (2009) Investment Timing Under Incomplete Information: Erratum. Mathematics of Operations Research, vol. 34 (n°1). pp. 255-256.

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Official URL: http://dx.doi.org/10.1287/moor.1080.0357

Abstract

In this note, we point out a mistake in the proof of Theorem 5.1 in Décamps et al. Décamps, J.-P., T. Mariotti, S. Villeneuve. 2005. Investment timing under incomplete information. Math. Oper. Res. 30 472-500. ABSTRACT FROM AUTHOR Copyright of Mathematics of Operations Research is the property of INFORMS: Institute for Operations Research and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Item Type: Article
Language: English
Date: 1 February 2009
Refereed: Yes
Additional Information: Accession Number: 37601487; Décamps, Jean-Paul 1; Email Address: decamps@cict.fr; Mariotti, Thomas 2; Email Address: mariotti@cict.fr; Villeneuve, Stéphane 1; Email Address: stephane.villeneuve@univ-tlse1.fr; Affiliations: 1: Toulouse School of Economics (GREMAQ, IDEI), 31000 Toulouse, France; 2: Toulouse School of Economics (GREMAQ/CNRS, IDEI), 31000 Toulouse, France; Issue Info: Feb2009, Vol. 34 Issue 1, p255; Subject Term: ERRATA; Subject Term: EQUATIONS; Author-Supplied Keyword: filtering; Author-Supplied Keyword: free boundary; Author-Supplied Keyword: investment under uncertainty; Author-Supplied Keyword: optimal stopping; Number of Pages: 2p; Document Type: Erratum
Uncontrolled Keywords: ERRATA EQUATIONS filtering free boundary investment under uncertainty optimal stopping
Subjects: C- GESTION > C4- Management
Divisions: TSE-R (Toulouse), TSM Research (Toulouse)
Site: UT1
Date Deposited: 28 May 2015 12:51
Last Modified: 08 Nov 2018 09:29
URI: http://publications.ut-capitole.fr/id/eprint/14662

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