Pages that link to "Item:Q4442989"

The following pages link to A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping (Q4442989):

Displayed 33 items.

• Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) ‎ (← links)
• Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) ‎ (← links)
• Thinning and harvesting in stochastic forest models (Q622230) ‎ (← links)
• The finite horizon optimal multi-modes switching problem: the viscosity solution approach (Q843963) ‎ (← links)
• Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849) ‎ (← links)
• A mixed singular/switching control problem for a dividend policy with reversible technology investment (Q930682) ‎ (← links)
• Switching problem and related system of reflected backward SDEs (Q963029) ‎ (← links)
• An investment model with switching costs and the option to abandon (Q1631180) ‎ (← links)
• Hysteresis due to irreversible exit: addressing the option to mothball (Q1657608) ‎ (← links)
• Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications (Q2183081) ‎ (← links)
• Optimal investment decision under switching regimes of subsidy support (Q2183316) ‎ (← links)
• A balance sheet optimal multi-modes switching problem (Q2307822) ‎ (← links)
• On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles (Q2400647) ‎ (← links)
• A class of solvable multiple entry problems with forced exits (Q2422352) ‎ (← links)
• The stochastic goodwill problem (Q2432911) ‎ (← links)
• A full balance sheet two-mode optimal switching problem (Q2804000) ‎ (← links)
• BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) ‎ (← links)
• Analysis of production decisions under budget limitations (Q3108382) ‎ (← links)
• Valuation of energy storage: an optimal switching approach (Q3564806) ‎ (← links)
• IRREVERSIBLE INVESTMENT, OPERATING FLEXIBILITY, AND TIME LAGS (Q3566773) ‎ (← links)
• OPTIMAL MULTI-MODES SWITCHING PROBLEM IN INFINITE HORIZON (Q3578408) ‎ (← links)
• The explicit solution to a sequential switching problem with non-smooth data (Q3585324) ‎ (← links)
• Pricing Asset Scheduling Flexibility using Optimal Switching (Q3617303) ‎ (← links)
• FINANCIAL HEDGING OF OPERATIONAL FLEXIBILITY (Q3621562) ‎ (← links)
• Optimal pair-trading strategy over long/short/square positions—empirical study (Q4554412) ‎ (← links)
• A two-dimensional dividend problem for collaborating companies and an optimal stopping problem (Q4562061) ‎ (← links)
• Optimal pair-trading strategy over long/short/square positions—empirical study (Q4957233) ‎ (← links)
• Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach (Q4991679) ‎ (← links)
• Optimal Switching between Locking Down and Opening the Economy Because of an Infection (Q5013556) ‎ (← links)
• Real Options Problem with Nonsmooth Obstacle (Q5019591) ‎ (← links)
• ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT (Q5193008) ‎ (← links)
• Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function (Q5441517) ‎ (← links)
• Investment in two alternative projects with multiple switches and the exit option (Q6146110) ‎ (← links)