Regime switching in stochastic models of commodity prices:...

Journal of Economic Dynamics and Control 2012 Vol. 36; Iss. 2

Regime switching in stochastic models of commodity prices: An application to an optimal tree harvesting problem

Shan Chen, Margaret Insley
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Volume:
36
Year:
2012
Language:
english
Pages:
19
DOI:
10.1016/j.jedc.2011.08.010
File:
PDF, 1.49 MB
english, 2012
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