Finite-Horizon Optimal Multiple Switching with Signed Switching Costs (Q2833110)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-Horizon Optimal Multiple Switching with Signed Switching Costs |
scientific article |
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Finite-Horizon Optimal Multiple Switching with Signed Switching Costs (English)
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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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