"Threshold-Type Policies for Real Options Using Regime-Switching Models."

Alain Bensoussan, Zhongfeng Yan, George Yin (2012)

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DOI: 10.1137/110833300

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type: Journal Article

metadata version: 2024-02-12

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Alain Bensoussan, Zhongfeng Yan, George Yin:
Threshold-Type Policies for Real Options Using Regime-Switching Models. SIAM J. Financial Math. 3(1): 667-689 (2012)

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