Stochastic impulse control with regime-switching dynamics

European Journal of Operational Research 2017 / 08 Vol. 260; Iss. 3

Stochastic impulse control with regime-switching dynamics

Korn, Ralf, Melnyk, Yaroslav, Seifried, Frank Thomas
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Volume:
260
Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2016.12.029
Date:
August, 2017
File:
PDF, 1.81 MB
english, 2017
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