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Property / DOI: 10.1016/j.jedc.2011.08.010 / rank
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Latest revision as of 16:49, 9 December 2024

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Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem
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    Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem (English)
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    4 May 2012
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    regime switching
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    optimal tree harvesting
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    mean reverting price
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    lumber derivatives prices
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    Hamilton-Jacobi-Bellman variational inequality
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