Academic Researches Index
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Dergiler Duyurular İstatistikler Standartlar Hakkımızda İletişim
  1. Communication in Mathematical Modeling and Applications
  2. Arşiv
  3. 2017
  4. Cilt: 2 Sayı: 2
  5. 18 -22
Imen Hassairi

126157

An optimal multiple switching problem under weak assumptions

An optimal multiple switching problem under weak assumptions

This work studies the problem of optimal multiple switching in finite horizon, when the switching costs functions are continous and belong to class D. This problem is solved by means of the Snell envelope of processes
Keywords:

Real options, snell envelope, stopping time optimal switching,

PDF
Communication in Mathematical Modeling and Applications-Cover
  • Başlangıç: 2016
  • Yayıncı: Mustafa BAYRAM
Arşiv
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