Pages that link to "Item:Q2804561"
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The following pages link to Optimal stopping of switching diffusions with state dependent switching rates (Q2804561):
Displaying 9 items.
- A viscosity solution method for optimal stopping problems with regime switching (Q829599) (← links)
- Fishery management in a regime switching environment: utility theory approach (Q831409) (← links)
- Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
- Properties of switching jump diffusions: maximum principles and Harnack inequalities (Q1740518) (← links)
- Hybrid optimal impulse control (Q2125528) (← links)
- Optimal investment decision under switching regimes of subsidy support (Q2183316) (← links)
- Optimal stopping problem for jump-diffusion processes with regime-switching (Q2665293) (← links)
- General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703) (← links)
- From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes (Q6157892) (← links)
