Optimal oil production and taxation under mean reverting jump diffusion models (Q2059945): Difference between revisions

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Property / DOI: 10.1016/j.jmaa.2021.125777 / rank
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Property / arXiv ID: 1704.04714 / rank
 
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Latest revision as of 22:42, 16 December 2024

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Optimal oil production and taxation under mean reverting jump diffusion models
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    Optimal oil production and taxation under mean reverting jump diffusion models (English)
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    13 December 2021
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    oil production
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    jump diffusion
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    stochastic differential games
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    regime switching
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    Nash equilibrium
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    numerical approximation
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