BibTex RIS Cite

An optimal multiple switching problem under weak assumptions

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

Imen Hassairi

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

Abstract

There are 0 citations in total.

Details

Other ID JA45AY75FD
Journal Section Research Article
Authors

Imen Hassairi This is me

Publication Date June 1, 2017
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.
AMA Hassairi I. An optimal multiple switching problem under weak assumptions. CMMA. June 2017;2(2):18-22.
Chicago Hassairi, Imen. “An Optimal Multiple Switching Problem under Weak Assumptions”. Communication in Mathematical Modeling and Applications 2, no. 2 (June 2017): 18-22.
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 I. Hassairi, “An optimal multiple switching problem under weak assumptions”, CMMA, vol. 2, no. 2, pp. 18–22, 2017.
ISNAD Hassairi, Imen. “An Optimal Multiple Switching Problem under Weak Assumptions”. Communication in Mathematical Modeling and Applications 2/2 (June 2017), 18-22.
JAMA 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, 2017, pp. 18-22.
Vancouver Hassairi I. An optimal multiple switching problem under weak assumptions. CMMA. 2017;2(2):18-22.