ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT (Q5193008): Difference between revisions

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Latest revision as of 09:32, 30 July 2024

scientific article; zbMATH DE number 5593343
Language Label Description Also known as
English
ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT
scientific article; zbMATH DE number 5593343

    Statements

    ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT (English)
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    10 August 2009
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    real options
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    security design
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    backward stochastic differential equation
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    abandonment risk
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    Snell envelope
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    stopping time
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    stopping and starting
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    optimal switching
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    viscosity solution of PDEs
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    variational inequalities
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