이윤희 교수 연구실
article|
인용수 3
·2024
Real option pricing under the regime-switching model with jumps on a finite time horizon
Sun-Ju Lee, Younhee Lee
IF 2.6Journal of Computational and Applied Mathematics
키워드
MathematicsInitial value problemBellman equationDiscrete time and continuous timeApplied mathematicsUniform normNorm (philosophy)Jump diffusionMathematical optimizationJump