A regime-switching model with applications to finance: Markovian and non-Markovian cases
type: Item
instance of: scholarly article
title: A regime-switching model with applications to finance: Markovian and non-Markovian cases
zbMATH Open document ID: 1479.91365
DOI: 10.1007/978-3-030-54576-5_13
author: Gerhard-Wilhelm Weber
author: Emel Savku
publication date: 2021-12-07T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7440177
zbMATH Keywords: stochastic optimal control
zbMATH Keywords: Markov regime-switches
zbMATH Keywords: stochastic games
zbMATH Keywords: time delay
zbMATH Keywords: anticipated BSDEs
zbMATH Keywords: finance
MaRDI profile type: Publication
full work available at URL: 978-3-030-54576-5 13
OpenAlex ID: W3101447555
description: scientific article; zbMATH DE number 7440177