A full balance sheet two-mode optimal switching problem (Q2804000)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A full balance sheet two-mode optimal switching problem |
scientific article; zbMATH DE number 6574551
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A full balance sheet two-mode optimal switching problem |
scientific article; zbMATH DE number 6574551 |
Statements
A full balance sheet two-mode optimal switching problem (English)
0 references
27 April 2016
0 references
optimal switching
0 references
stopping time
0 references
real options
0 references
backward stochastic differential equations
0 references
Snell envelope
0 references
impulse control
0 references
balance sheet
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
