On pricing barrier control in a regime-switching regulated market (Q5234307)
From MaRDI portal
scientific article; zbMATH DE number 7110430
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On pricing barrier control in a regime-switching regulated market |
scientific article; zbMATH DE number 7110430 |
Statements
On pricing barrier control in a regime-switching regulated market (English)
0 references
26 September 2019
0 references
reflected diffusions
0 references
optimal barriers
0 references
regulated market
0 references
regime-switching
0 references
ergodic control
0 references
mean-variance optimization
0 references
0 references
0 references
0 references
0 references
