On pricing barrier control in a regime-switching regulated market (Q5234307)
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scientific article; zbMATH DE number 7110430
Language | Label | Description | Also known as |
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English | On pricing barrier control in a regime-switching regulated market |
scientific article; zbMATH DE number 7110430 |
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On pricing barrier control in a regime-switching regulated market (English)
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26 September 2019
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reflected diffusions
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optimal barriers
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regulated market
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regime-switching
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ergodic control
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mean-variance optimization
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