A finite time horizon optimal stopping problem with regime switching (Q3083261)
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scientific article; zbMATH DE number 5868670
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A finite time horizon optimal stopping problem with regime switching |
scientific article; zbMATH DE number 5868670 |
Statements
A Finite Time Horizon Optimal Stopping Problem with Regime Switching (English)
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21 March 2011
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optimal stopping
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regime switching
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supermartingale
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0.8422760963439941
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0.8288785219192505
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0.8252415657043457
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0.8159217238426208
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