Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem (Q413322): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91B76 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6030975 / rank | |||
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regime switching | |||
| Property / zbMATH Keywords: regime switching / rank | |||
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optimal tree harvesting | |||
| Property / zbMATH Keywords: optimal tree harvesting / rank | |||
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mean reverting price | |||
| Property / zbMATH Keywords: mean reverting price / rank | |||
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lumber derivatives prices | |||
| Property / zbMATH Keywords: lumber derivatives prices / rank | |||
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Hamilton-Jacobi-Bellman variational inequality | |||
| Property / zbMATH Keywords: Hamilton-Jacobi-Bellman variational inequality / rank | |||
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Revision as of 19:03, 29 June 2023
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 |
Statements
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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