Optimal regime switching under risk aversion and uncertainty

标题

作者

关键词

Investment analysis, Real options, Regime switching, Risk aversion, Dynamic programming

出版物

Volume 256, Issue 2, Pages 543-555

出版商

Elsevier BV

发表日期

2016-06-21

DOI

10.1016/j.ejor.2016.06.027

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