BibTex RIS Kaynak Göster

An optimal multiple switching problem under weak assumptions

Yıl 2017, Cilt: 2 Sayı: 2, 18 - 22, 01.06.2017

Imen Hassairi

https://izlik.org/JA34HL75DP

Öz

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

Anahtar Kelimeler

Real options snell envelope stopping time optimal switching

Yıl 2017, Cilt: 2 Sayı: 2, 18 - 22, 01.06.2017

Imen Hassairi

https://izlik.org/JA34HL75DP

Öz

Toplam 0 adet kaynakça vardır.

Ayrıntılar

Diğer ID JA45AY75FD
Yazarlar

Imen Hassairi Bu kişi benim

Yayımlanma Tarihi 1 Haziran 2017
IZ https://izlik.org/JA34HL75DP
Yayımlandığı Sayı Yıl 2017 Cilt: 2 Sayı: 2

Kaynak Göster

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 (01 Haziran 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, c. 2, sy 2, ss. 18–22, Haz. 2017, [çevrimiçi]. Erişim adresi: https://izlik.org/JA34HL75DP
ISNAD Hassairi, Imen. “An optimal multiple switching problem under weak assumptions”. Communication in Mathematical Modeling and Applications 2/2 (01 Haziran 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, c. 2, sy 2, Haziran 2017, ss. 18-22, https://izlik.org/JA34HL75DP.
Vancouver 1.Imen Hassairi. An optimal multiple switching problem under weak assumptions. CMMA [Internet]. 01 Haziran 2017;2(2):18-22. Erişim adresi: https://izlik.org/JA34HL75DP