Exit problems in regime-switching models (Q2469551)

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Exit problems in regime-switching models
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    title
    Exit problems in regime-switching models (English)
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    author
    Svetlana Boyarchenko
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    Q1801351
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    publication date
    6 February 2008
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    zbMATH DE Number
    5232874
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    zbMATH Keywords
    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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