Optimal regime switching under risk aversion and uncertainty
From MaRDI portal
Publication:1752227
DOI10.1016/j.ejor.2016.06.027zbMath1395.91485OpenAlexW2420017329MaRDI QIDQ1752227
Michail Chronopoulos, Sara Lumbreras
Publication date: 24 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/21063/1/Optimal%2520Regime%2520Switching%2520under%2520Risk%2520Aversion%2520and%2520Uncertainty.pdf
Production theory, theory of the firm (91B38) Dynamic programming (90C39) Corporate finance (dividends, real options, etc.) (91G50)
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