Optimal pricing barriers in a regulated market using reflected diffusion processes (Q5001159)
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scientific article; zbMATH DE number 7372423
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal pricing barriers in a regulated market using reflected diffusion processes |
scientific article; zbMATH DE number 7372423 |
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Optimal pricing barriers in a regulated market using reflected diffusion processes (English)
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16 July 2021
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reflected stochastic differential equations
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regulated (controlled) market
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optimal barriers
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ergodic cost
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infinite horizon discount cost
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