A full balance sheet two-mode optimal switching problem (Q2804000)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A full balance sheet two-mode optimal switching problem |
scientific article |
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A full balance sheet two-mode optimal switching problem (English)
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27 April 2016
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optimal switching
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stopping time
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real options
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backward stochastic differential equations
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Snell envelope
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impulse control
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balance sheet
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