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"A reflected diffusion process in a regime-switching environment."

Bong-Gyu Jang, Gyoocheol Shim (2008)

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DOI: 10.1016/J.ORL.2007.05.014

access: closed

type: Journal Article

metadata version: 2017-05-27

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Bong-Gyu Jang, Gyoocheol Shim:
A reflected diffusion process in a regime-switching environment. Oper. Res. Lett. 36(2): 177-183 (2008)

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