A full balance sheet two-mode optimal switching problem

Stochastics An International Journal of Probability and Stochastic Processes 2015 / 07 Vol. 87; Iss. 4

A full balance sheet two-mode optimal switching problem

Djehiche, Boualem, Hamdi, Ali
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Volume:
87
Language:
english
Journal:
Stochastics An International Journal of Probability and Stochastic Processes
DOI:
10.1080/17442508.2014.991324
Date:
July, 2015
File:
PDF, 264 KB
english, 2015
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