Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616)
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scientific article
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| English | Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem |
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Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (English)
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9 August 2013
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real options
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backward stochastic differential equations
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HJB system
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switching strategy
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viscosity solution of PDEs
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variational inequalities
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0.9413204789161682
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0.9256492257118224
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0.8981159329414368
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0.8838327527046204
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