"Optimal switching decisions under stochastic volatility with fast mean ..."

Andrianos E. Tsekrekos, Athanasios N. Yannacopoulos (2016)

> Home

Details and statistics

DOI: 10.1016/J.EJOR.2015.12.011

access: closed

type: Journal Article

metadata version: 2021-10-14

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/eor/TsekrekosY16
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/TsekrekosY16
Andrianos E. Tsekrekos, Athanasios N. Yannacopoulos:
Optimal switching decisions under stochastic volatility with fast mean reversion. Eur. J. Oper. Res. 251(1): 148-157 (2016)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.