Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem (Q413322): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem |
scientific article |
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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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