Exit problems in regime-switching models (Q2469551): Difference between revisions
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Revision as of 04:54, 16 February 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)
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6 February 2008
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optimal stopping
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real options
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regime switching
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Lévy processes
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exit problems
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