Mean-field optimal multi-modes switching problem: a balance sheet (Q5228828)
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scientific article; zbMATH DE number 7093468
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| English | Mean-field optimal multi-modes switching problem: a balance sheet |
scientific article; zbMATH DE number 7093468 |
Statements
Mean-field optimal multi-modes switching problem: A balance sheet (English)
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13 August 2019
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real options
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mean-field reflected backward SDE
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mean-field backward SDE
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reflected backward SDE
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Snell envelope
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stopping time
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optimal switching
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balance sheet
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0.898805558681488
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0.8651369214057922
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0.8219645023345947
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0.8039861917495728
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