Exit problems in regime-switching models (Q2469551)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit problems in regime-switching models |
scientific article |
Statements
Exit problems in regime-switching models (English)
0 references
6 February 2008
0 references
optimal stopping
0 references
real options
0 references
regime switching
0 references
Lévy processes
0 references
exit problems
0 references
0 references
0 references
0 references
