A balance sheet optimal multi-modes switching problem (Q2307822)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A balance sheet optimal multi-modes switching problem |
scientific article |
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A balance sheet optimal multi-modes switching problem (English)
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25 March 2020
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real options
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backward SDEs
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Snell envelope
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stopping time
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optimal switching
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impulse control
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balance sheet
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merger and acquisition
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