Optimal regime switching under risk aversion and uncertainty (Q1752227)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal regime switching under risk aversion and uncertainty |
scientific article |
Statements
Optimal regime switching under risk aversion and uncertainty (English)
0 references
24 May 2018
0 references
investment analysis
0 references
real options
0 references
regime switching
0 references
risk aversion
0 references
dynamic programming
0 references