Dynamic programming for a Markov-switching jump–diffusion

Title
Dynamic programming for a Markov-switching jump–diffusion
Authors
Keywords
-
Journal
Publisher
Elsevier BV
Online
2014-02-06
DOI
10.1016/j.cam.2014.01.021

Ask authors/readers for more resources

Create your own webinar

Interested in hosting your own webinar? Check the schedule and propose your idea to the Peeref Content Team.

Create Now

Ask a Question. Answer a Question.

Quickly pose questions to the entire community. Debate answers and get clarity on the most important issues facing researchers.

Get Started