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"Optimal switching under a hybrid diffusion model and applications to stock ..."

Siyu Lv, Zhen Wu, Qing Zhang (2018)

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DOI: 10.1016/J.AUTOMATICA.2018.04.048

access: closed

type: Journal Article

metadata version: 2020-04-08

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  - journals/automatica/LvWZ18
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Siyu Lv, Zhen Wu, Qing Zhang:
Optimal switching under a hybrid diffusion model and applications to stock trading. Autom. 94: 361-372 (2018)

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