Pages that link to "Item:Q2661548"
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The following pages link to Closed-form solution to a real option problem with regime switching (Q2661548):
Displaying 4 items.
- Closed-Form Solutions for Perpetual American Put Options with Regime Switching (Q4830618) (← links)
- A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process (Q4923341) (← links)
- Optimal R\&D investment problem with regime-switching (Q6608758) (← links)
- Constrained optimal stopping under a regime-switching model (Q6639527) (← links)