Exit problems in regime-switching models (Q2469551): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit problems in regime-switching models |
scientific article |
Statements
Exit problems in regime-switching models (English)
0 references
6 February 2008
0 references
optimal stopping
0 references
real options
0 references
regime switching
0 references
Lévy processes
0 references
exit problems
0 references
