A recursive algorithm for selling at the ultimate maximum in regime-switching models (Q1703034)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A recursive algorithm for selling at the ultimate maximum in regime-switching models |
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A recursive algorithm for selling at the ultimate maximum in regime-switching models (English)
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1 March 2018
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optimal stopping
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Markovian regime switching
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non-monotone free boundary
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recursive approximation
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