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"Optimal Switching under a Regime-Switching Model with Two-Time-Scale ..."

Ran Tao, Zhen Wu, Qing Zhang (2015)

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DOI: 10.1137/130938967

access: closed

type: Journal Article

metadata version: 2020-04-08

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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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