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subject:"Switching problem"
(10 results)
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Optimal switching decisions under stochastic volatility with fast mean reversion
Tsekrekos, Andrianos E.
;
Yannacopoulos, Athanasios N.
- In:
European journal of operational research : EJOR
251
(
2016
)
1
,
pp. 148-157
Persistent link: https://www.econbiz.de/10011446242
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2
Probabilistic Representation and Approximation for Coupled Systems of Variational Inequalities
Elie, Romuald
;
Kharroubi, Idris
-
Université Paris-Dauphine (Paris IX)
-
2010
structural constraint between all the components of the solution including the practical example of optimal
switching
problems
…
Persistent link: https://www.econbiz.de/10010706640
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