A Finite Horizon Optimal Multiple Switching Problem (Q3581043): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2126867477 / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 0707.2663 / rank | |||
Normal rank | |||
Latest revision as of 17:40, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Finite Horizon Optimal Multiple Switching Problem |
scientific article |
Statements
A Finite Horizon Optimal Multiple Switching Problem (English)
0 references
16 August 2010
0 references
real options
0 references
backward stochastic differential equations
0 references
Snell envelope
0 references
stopping time
0 references
optimal switching
0 references
impulse control
0 references
variational inequalities
0 references
