Solving Singular Control from Optimal Switching
| Year of publication: |
2008
|
|---|---|
| Authors: | Guo, Xin ; Tomecek, Pascal |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 15.2008, 1, p. 25-45
|
| Publisher: |
Springer |
| Subject: | Singular stochastic control | Optimal switching | Dynkin’s game | Reversible investment | Smooth fit principle |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005727040