Numerical solutions for jump-diffusions with regime switching (Q5460725): Difference between revisions

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-G. George Yin
@@ Property / author: G. George Yin / rank @@
-Normal rank
@@ Property / author @@
+G. George Yin
@@ Property / author: G. George Yin / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442500512331341068
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+W2048247854
@@ Property / OpenAlex ID: W2048247854 / rank @@
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@@ Property / cites work @@
+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
+Normal rank
@@ Property / cites work @@
+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Numerical solution of SDE through computer experiments. Including floppy disk
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+Weak convergence methods and singularly perturbed stochastic control and filtering problems
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+Stochastic differential equations for ruin probabilities
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+Q4375487
@@ Property / cites work: Q4375487 / rank @@
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+Discrete-Time Markov Chains
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+Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach
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+Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit
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+Stock Trading: An Optimal Selling Rule
@@ Property / cites work: Stock Trading: An Optimal Selling Rule / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5460725