Perpetual American maximum options with Markov-modulated dynamics (Q392759): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1007/s10986-011-9111-y / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10986-011-9111-Y / rank | |||
Normal rank | |||
Latest revision as of 16:13, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perpetual American maximum options with Markov-modulated dynamics |
scientific article |
Statements
Perpetual American maximum options with Markov-modulated dynamics (English)
0 references
15 January 2014
0 references
perpetual options
0 references
Markov-modulated dynamics
0 references
optimal stopping time
0 references
Markov chain
0 references
