Cairoli, R.
Dalang, Robert C.
Optimal switching between two random walks
Annals of Applied Probability
Annals of Applied Probability
Annals of Applied Probability
Annals of Applied Probability
23
4
stochastic control
optimal switching
random walk
value function
1995
1995
Annals of Applied Probability
Journal Articles
10.1214/aop/1176987812