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"Optimal Switching under a Regime-Switching Model with Two-Time-Scale ..."
Ran Tao, Zhen Wu, Qing Zhang (2015)
- Ran Tao, Zhen Wu, Qing Zhang:
Optimal Switching under a Regime-Switching Model with Two-Time-Scale Markov Chains. Multiscale Model. Simul. 13(1): 99-131 (2015)
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