Valuing switching options with the moving-boundary method
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Publication:2246609
DOI10.1016/j.jedc.2021.104124zbMath1475.91059OpenAlexW3155297524MaRDI QIDQ2246609
Shaunak S. Dabadghao, Jan C. Fransoo, Taimaz Soltani, Arunachalam Chockalingam
Publication date: 16 November 2021
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2021.104124
Decision theory (91B06) Management decision making, including multiple objectives (90B50) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)
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