Optimal starting–stopping and switching of a CIR process with fixed costs (Q3119637)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal starting–stopping and switching of a CIR process with fixed costs |
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Optimal starting–stopping and switching of a CIR process with fixed costs (English)
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12 March 2019
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optimal starting-stopping
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optimal switching
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CIR process
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confluent hypergeometric functions
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