"Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion ..."

Paul W. Eloe et al. (2008)

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DOI: 10.1137/060652671

access: closed

type: Journal Article

metadata version: 2020-05-20

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Paul W. Eloe, R. H. Liu, M. Yatsuki, Gang George Yin, Qing Zhang:
Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model. SIAM J. Appl. Math. 69(3): 810-829 (2008)

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