Constrained optimal stopping under a regime-switching model (Q6639527)
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scientific article; zbMATH DE number 7945538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained optimal stopping under a regime-switching model |
scientific article; zbMATH DE number 7945538 |
Statements
Constrained optimal stopping under a regime-switching model (English)
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15 November 2024
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optimal stopping
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regime-switching model
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Brownian motion
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variational inequality
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real option
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