Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem (Q413322): Difference between revisions

@@ Property / DOI @@
-.1016/j.jedc.2011.08.010
@@ Property / DOI: 10.1016/j.jedc.2011.08.010 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B76
@@ Property / Mathematics Subject Classification ID: 91B76 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6030975
@@ Property / zbMATH DE Number: 6030975 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+regime switching
@@ Property / zbMATH Keywords: regime switching / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal tree harvesting
@@ Property / zbMATH Keywords: optimal tree harvesting / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mean reverting price
@@ Property / zbMATH Keywords: mean reverting price / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+lumber derivatives prices
@@ Property / zbMATH Keywords: lumber derivatives prices / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Hamilton-Jacobi-Bellman variational inequality
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2011.08.010
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@@ Property / OpenAlex ID @@
+W2148796208
@@ Property / OpenAlex ID: W2148796208 / rank @@
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@@ Property / cites work @@
+Wicksellian theory of forest rotation under interest rate variability
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@@ Property / cites work @@
+Taxation and rotation age under stochastic forest stand value
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@@ Property / cites work @@
+Q4356582
@@ Property / cites work: Q4356582 / rank @@
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+Q5444297
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+Implications of a regime-switching model on natural gas storage valuation and optimal operation
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+The tree-cutting problem in a stochastic environment: The case of age- dependent growth
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+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
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+Q3753259
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+A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Option pricing when underlying stock returns are discontinuous
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+Q4315885
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+Optimal stock liquidation in a regime switching model with finite time horizon
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+On some recent aspects of stochastic control and their applications
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+Numerical convergence properties of option pricing PDEs with uncertain volatility
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+Harvest Decisions and Asset Valuation for Biological Resources Exhibiting Size-Dependent Stochastic Growth
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+Valuing Oil Properties: Integrating Option Pricing and Decision Analysis Approaches
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+Q3594586
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+WHEN TO CUT A STAND OF TREES?
@@ Property / cites work: WHEN TO CUT A STAND OF TREES? / rank @@
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@@ Property / cites work @@
+Penalty methods for American options with stochastic volatility
+Normal rank
@@ Property / DOI @@
+.1016/J.JEDC.2011.08.010
@@ Property / DOI: 10.1016/J.JEDC.2011.08.010 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:413322