A balance sheet optimal multi-modes switching problem
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Publication:2307822
DOI10.1007/s13370-019-00719-7zbMath1449.60082OpenAlexW2980400933MaRDI QIDQ2307822
Imade Fakhouri, M'hamed Eddahbi, Youssef Ouknine
Publication date: 25 March 2020
Published in: Afrika Matematika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13370-019-00719-7
stopping timereal optionsimpulse controlbackward SDEsoptimal switchingSnell envelopebalance sheetmerger and acquisition
Applications of statistics to economics (62P20) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Mathematical economics (91B99)
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