A balance sheet optimal multi-modes switching problem (Q2307822)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A balance sheet optimal multi-modes switching problem |
scientific article |
Statements
A balance sheet optimal multi-modes switching problem (English)
0 references
25 March 2020
0 references
real options
0 references
backward SDEs
0 references
Snell envelope
0 references
stopping time
0 references
optimal switching
0 references
impulse control
0 references
balance sheet
0 references
merger and acquisition
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references