Pages that link to "Item:Q3581019"
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The following pages link to Optimal Switching over Multiple Regimes (Q3581019):
Displaying 43 items.
- Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations (Q255506) (← links)
- Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
- Optimal switching at Poisson random intervention times (Q316899) (← links)
- Optimal switching decisions under stochastic volatility with fast mean reversion (Q322644) (← links)
- Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
- History-dependence in production-pollution-trade-off models: a multi-stage approach (Q490237) (← links)
- Optimal buying at the global minimum in a regime switching model (Q502365) (← links)
- Liquidity risk and optimal dividend/investment strategies (Q506385) (← links)
- Optimal switching between cash-flow streams (Q684138) (← links)
- Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type (Q741307) (← links)
- Valuation of power plants by utility indifference and numerical computation (Q836863) (← links)
- Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849) (← links)
- An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128) (← links)
- A PDE approach to regularity of solutions to finite horizon optimal switching problems (Q1044477) (← links)
- Cost-benefit analysis with switching regimes: An application of the theory of planning (Q1117830) (← links)
- Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type (Q1616373) (← 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)
- Zeno points in optimal control models with endogenous regime switching (Q1734563) (← links)
- Costly switching and investment volatility (Q1779004) (← links)
- Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
- Optimal regime switching and threshold effects (Q1994217) (← links)
- Optimal switching from competition to cooperation: a preliminary exploration (Q2058262) (← links)
- Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
- Optimal investment decision under switching regimes of subsidy support (Q2183316) (← links)
- Valuing switching options with the moving-boundary method (Q2246609) (← links)
- On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles (Q2400647) (← links)
- A full balance sheet two-mode optimal switching problem (Q2804000) (← links)
- Optimal stopping of switching diffusions with state dependent switching rates (Q2804561) (← links)
- Finite-horizon optimal multiple switching with signed switching costs (Q2833110) (← links)
- Buy-low and sell-high investment strategies (Q2847244) (← links)
- Switching between OPTX and PBE exchange functionals (Q3181673) (← links)
- Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model (Q3451765) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4554412) (← 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)
- A renewal theory approach to two-state switching problems with infinite values (Q5109486) (← links)
- On an optimal extraction problem with regime switching (Q5215020) (← links)
- Principal-agent problem with multiple principals (Q6164111) (← links)
- Optimal strategies in a production inventory control model (Q6164875) (← links)
- An optimal switching approach toward cost-effective control of a stand-alone photovoltaic panel system under stochastic environment (Q6574638) (← links)
- The mean field optimal switching problem: variational inequality approach (Q6588548) (← links)
