Finite-horizon optimal multiple switching with signed switching costs (Q2833110)
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scientific article; zbMATH DE number 6653597
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Finite-horizon optimal multiple switching with signed switching costs |
scientific article; zbMATH DE number 6653597 |
Statements
16 November 2016
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optimal switching
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real options
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stopping times
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optimal stopping problems
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Snell envelope
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Finite-horizon optimal multiple switching with signed switching costs (English)
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0.8954569697380066
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0.8670186400413513
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0.849881112575531
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0.834478497505188
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0.8279803395271301
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