Zuckerman, Dror A diffusion process model for the optimal investment strategies of an R & D project. (English) Zbl 0439.90045 J. Appl. Probab. 17, 646-653 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 7 Documents MSC: 90B99 Operations research and management science Keywords:diffusion process model; optimal investment strategies; R & D project; research and development; changing project status; finance; discounted return criterion; second order non-linear differential equation; non-homogeneous comound Poisson process; diffusion approximation; optimal control × Cite Format Result Cite Review PDF Full Text: DOI