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

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

Öz

Toplam 0 adet kaynakça vardır.

Ayrıntılar

Diğer ID JA45AY75FD
Bölüm Araştırma Makalesi
Yazarlar

Imen Hassairi Bu kişi benim

Yayımlanma Tarihi 1 Haziran 2017
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.
AMA Hassairi I. An optimal multiple switching problem under weak assumptions. CMMA. Haziran 2017;2(2):18-22.
Chicago Hassairi, Imen. “An Optimal Multiple Switching Problem under Weak Assumptions”. Communication in Mathematical Modeling and Applications 2, sy. 2 (Haziran 2017): 18-22.
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 I. Hassairi, “An optimal multiple switching problem under weak assumptions”, CMMA, c. 2, sy. 2, ss. 18–22, 2017.
ISNAD Hassairi, Imen. “An Optimal Multiple Switching Problem under Weak Assumptions”. Communication in Mathematical Modeling and Applications 2/2 (Haziran 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, c. 2, sy. 2, 2017, ss. 18-22.
Vancouver Hassairi I. An optimal multiple switching problem under weak assumptions. CMMA. 2017;2(2):18-22.