Optimal oil production and taxation under mean reverting jump diffusion models (Q2059945)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal oil production and taxation under mean reverting jump diffusion models |
scientific article |
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Optimal oil production and taxation under mean reverting jump diffusion models (English)
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13 December 2021
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oil production
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jump diffusion
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stochastic differential games
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regime switching
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Nash equilibrium
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numerical approximation
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