Dynamic Programming for a Markov-Switching Jump-Diffusion

AuthID
 P-009-629
3
Author(s)
Azevedo, N
·
Document Type
Article
Year published
2014
Published
in JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, ISSN: 0377-0427
Volume: 267, Pages: 1-19 (19)
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Publication Identifiers
Scopus: 2-s2.0-84894369824
Wos: WOS:000335102800001
Source Identifiers
ISSN: 0377-0427
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