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	OPTIMAL SWITCHING UNDER A REGIME-SWITCHING MODEL WITH TWO-TIME-SCALE MARKOV CHAINS
	Tao, Ran; Wu, Zhen; Zhang, Qing
刊名	Multiscale modeling & simulation
	2015
卷号	13期号:1页码:99-131
关键词	optimal switching regime switching two-time-scale Markov chains BSDE with oblique reflections variational inequality
DOI	10.1137/130938967
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4786707
专题	山东大学
作者单位	School of Mathematics, Shandong University, Jinan, 250100, China, Shanghai Futures Exchange Postdoctoral Scientific Research Workstation, Sha
推荐引用方式 GB/T 7714	Tao, Ran,Wu, Zhen,Zhang, Qing. OPTIMAL SWITCHING UNDER A REGIME-SWITCHING MODEL WITH TWO-TIME-SCALE MARKOV CHAINS[J]. Multiscale modeling & simulation,2015,13(1):99-131.
APA	Tao, Ran,Wu, Zhen,&Zhang, Qing.(2015).OPTIMAL SWITCHING UNDER A REGIME-SWITCHING MODEL WITH TWO-TIME-SCALE MARKOV CHAINS.Multiscale modeling & simulation,13(1),99-131.
MLA	Tao, Ran,et al."OPTIMAL SWITCHING UNDER A REGIME-SWITCHING MODEL WITH TWO-TIME-SCALE MARKOV CHAINS".Multiscale modeling & simulation 13.1(2015):99-131.

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