Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem (Q413322)
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scientific article; zbMATH DE number 6030975
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem |
scientific article; zbMATH DE number 6030975 |
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Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem (English)
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4 May 2012
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regime switching
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optimal tree harvesting
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mean reverting price
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lumber derivatives prices
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Hamilton-Jacobi-Bellman variational inequality
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0.85795826
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0.8496636
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0.84960926
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0.8493905
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0.8440503
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0.8352489
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