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An optimal multiple switching problem under weak assumptions

Year 2017, Volume: 2 Issue: 2, 18 - 22, 01.06.2017

Imen Hassairi

https://izlik.org/JA34HL75DP

Abstract

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

Year 2017, Volume: 2 Issue: 2, 18 - 22, 01.06.2017

Imen Hassairi

https://izlik.org/JA34HL75DP

Abstract

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Details

Other ID JA45AY75FD
Authors

Imen Hassairi This is me

Publication Date June 1, 2017
IZ https://izlik.org/JA34HL75DP
Published in Issue Year 2017 Volume: 2 Issue: 2

Cite

APA Hassairi, I. (2017). An optimal multiple switching problem under weak assumptions. Communication in Mathematical Modeling and Applications, 2(2), 18-22. https://izlik.org/JA34HL75DP
AMA 1.Hassairi I. An optimal multiple switching problem under weak assumptions. CMMA. 2017;2(2):18-22. https://izlik.org/JA34HL75DP
Chicago Hassairi, Imen. 2017. “An Optimal Multiple Switching Problem under Weak Assumptions”. Communication in Mathematical Modeling and Applications 2 (2): 18-22. https://izlik.org/JA34HL75DP.
EndNote Hassairi I (June 1, 2017) An optimal multiple switching problem under weak assumptions. Communication in Mathematical Modeling and Applications 2 2 18–22.
IEEE [1]I. Hassairi, “An optimal multiple switching problem under weak assumptions”, CMMA, vol. 2, no. 2, pp. 18–22, June 2017, [Online]. Available: https://izlik.org/JA34HL75DP
ISNAD Hassairi, Imen. “An Optimal Multiple Switching Problem under Weak Assumptions”. Communication in Mathematical Modeling and Applications 2/2 (June 1, 2017): 18-22. https://izlik.org/JA34HL75DP.
JAMA 1.Hassairi I. An optimal multiple switching problem under weak assumptions. CMMA. 2017;2:18–22.
MLA Hassairi, Imen. “An Optimal Multiple Switching Problem under Weak Assumptions”. Communication in Mathematical Modeling and Applications, vol. 2, no. 2, June 2017, pp. 18-22, https://izlik.org/JA34HL75DP.
Vancouver 1.Imen Hassairi. An optimal multiple switching problem under weak assumptions. CMMA [Internet]. 2017 Jun. 1;2(2):18-22. Available from: https://izlik.org/JA34HL75DP