Pages that link to "Item:Q413322"

The following pages link to Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem (Q413322):

Displaying 19 items.

• A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227) (← links)
• Computing American option price under regime switching with rationality parameter (Q520865) (← links)
• The stochastic mitra-wan forestry model: risk neutral and risk averse cases (Q1650968) (← links)
• An options pricing approach to ramping rate restrictions at hydro power plants (Q1656523) (← links)
• A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
• Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245) (← links)
• A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
• A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
• Adaptation to climate change: extreme events versus gradual changes (Q2054843) (← links)
• An impulse-regime switching game model of vertical competition (Q2068903) (← links)
• Mathematical and numerical analyses of a stochastic impulse control model with imperfect interventions (Q2138187) (← links)
• Integral equation characterization of the Feynman-Kac formula for a regime-switching diffusion (Q2211247) (← links)
• A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924) (← links)
• On the estimation of regime-switching Lévy models (Q2691688) (← links)
• Optimal harvesting for a stochastic Lotka-Volterra predator-prey system with jumps and nonselective harvesting hypothesis (Q3187829) (← links)
• Pricing American Options under Regime-Switching Model with a Crank-Nicolson Fitted Finite Volume Method (Q4986613) (← links)
• Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (Q6089610) (← links)
• On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)
• Projection and contraction method for the valuation of American options under regime switching (Q6495298) (← links)