Exit problems in regime-switching models (Q2469551)

From MaRDI portal
Revision as of 05:54, 16 February 2024 by RedirectionBot (talk | contribs) (‎Removed claim: author (P16): Item:Q581758)
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
    0 references
    optimal stopping
    0 references
    real options
    0 references
    regime switching
    0 references
    Lévy processes
    0 references
    exit problems
    0 references