A regime-switching model with applications to finance: Markovian and non-Markovian cases (Q2058268)
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scientific article; zbMATH DE number 7440177
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A regime-switching model with applications to finance: Markovian and non-Markovian cases |
scientific article; zbMATH DE number 7440177 |
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A regime-switching model with applications to finance: Markovian and non-Markovian cases (English)
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7 December 2021
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stochastic optimal control
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Markov regime-switches
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stochastic games
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time delay
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anticipated BSDEs
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finance
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