Real options problem with nonsmooth obstacle (Q5019591)
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scientific article; zbMATH DE number 7454672
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Real options problem with nonsmooth obstacle |
scientific article; zbMATH DE number 7454672 |
Statements
Real Options Problem with Nonsmooth Obstacle (English)
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10 January 2022
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stochastic optimal control
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variational inequality
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weak formulation
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strong two-threshold solution
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real options
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0.7504228949546814
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0.7294552326202393
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0.7180818319320679
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0.7151423096656799
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