Pages that link to "Item:Q4902230"
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The following pages link to Threshold-Type Policies for Real Options Using Regime-Switching Models (Q4902230):
Displayed 12 items.
- A regime switching model of schooling choice as a job search process (Q277737) (← links)
- Numerical solutions of regime-switching jump diffusions (Q278452) (← links)
- A viscosity solution method for optimal stopping problems with regime switching (Q829599) (← links)
- Stochastic systems arising from Markov modulated empirical measures (Q1697658) (← links)
- Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
- Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching (Q2356567) (← links)
- Double obstacle control problem for a quasilinear elliptic variational inequality with source term (Q2510905) (← links)
- Closed-form solution to a real option problem with regime switching (Q2661548) (← links)
- A regime-switching model with jumps and its application to bond pricing and insurance (Q2834907) (← links)
- REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING (Q2968279) (← links)
- Numerical Methods for Controlled Switching Diffusions (Q3297417) (← links)
- On an optimal extraction problem with regime switching (Q5215020) (← links)
