A regime-switching model with applications to finance: Markovian and non-Markovian cases (Q2058268)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A regime-switching model with applications to finance: Markovian and non-Markovian cases |
scientific article |
Statements
A regime-switching model with applications to finance: Markovian and non-Markovian cases (English)
0 references
7 December 2021
0 references
stochastic optimal control
0 references
Markov regime-switches
0 references
stochastic games
0 references
time delay
0 references
anticipated BSDEs
0 references
finance
0 references
