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	ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING
	Ferrari, Giorgio; Yang, Shuzhen
刊名	ADVANCES IN APPLIED PROBABILITY
	2018
卷号	50期号:3页码:671-705
关键词	Singular stochastic control optimal stopping regime switching Hamilton-Jacobi-Bellman equation free boundary commodity extraction optimal selling
DOI	10.1017/apr.2018.31
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4570889
专题	山东大学
作者单位	1.Bielefeld Univ, Ctr Math Econ, Univ Str 25, D-33615 Bielefeld, Germany. 2.Shandong Univ, Inst Financial Studies, J
推荐引用方式 GB/T 7714	Ferrari, Giorgio,Yang, Shuzhen. ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING[J]. ADVANCES IN APPLIED PROBABILITY,2018,50(3):671-705.
APA	Ferrari, Giorgio,&Yang, Shuzhen.(2018).ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING.ADVANCES IN APPLIED PROBABILITY,50(3),671-705.
MLA	Ferrari, Giorgio,et al."ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING".ADVANCES IN APPLIED PROBABILITY 50.3(2018):671-705.

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