Optimal starting–stopping and switching of a CIR process with fixed costs (Q3119637)
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scientific article; zbMATH DE number 7034842
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| English | Optimal starting–stopping and switching of a CIR process with fixed costs |
scientific article; zbMATH DE number 7034842 |
Statements
Optimal starting–stopping and switching of a CIR process with fixed costs (English)
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12 March 2019
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optimal starting-stopping
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optimal switching
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CIR process
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confluent hypergeometric functions
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0.86808276
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0.8638311
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0.86241704
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0.8595363
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0.8550417
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