Upper and Lower Solutions for Regime-Switching Diffusions with Applications in Financial Mathematics (Q3097537): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:49, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Upper and Lower Solutions for Regime-Switching Diffusions with Applications in Financial Mathematics |
scientific article |
Statements
Upper and Lower Solutions for Regime-Switching Diffusions with Applications in Financial Mathematics (English)
0 references
10 November 2011
0 references
regime-switching diffusion
0 references
boundary value problem
0 references
double barrier option
0 references
selling rule
0 references
