Pages that link to "Item:Q2968279"
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The following pages link to REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING (Q2968279):
Displayed 7 items.
- Stochastic impulse control with regime-switching dynamics (Q1753526) (← links)
- Investment decisions under incomplete markets in the presence of wealth effects (Q2056878) (← links)
- Investment flexibility as a barrier to entry (Q2191517) (← links)
- Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
- A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
- Numerical Methods for Controlled Switching Diffusions (Q3297417) (← links)
- A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (Q5126412) (← links)