Optimal Switching over Multiple Regimes (Q3581019)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Switching over Multiple Regimes |
scientific article |
Statements
Optimal Switching over Multiple Regimes (English)
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16 August 2010
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optimal multiple switching
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variational inequalities
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switching regions
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viscosity solutions
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hitting times of Itô diffusions
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real options
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