Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model P. Eloe, R. H. Liu, M. Yatsuki, G. Yin, and Q. Zhang
SIAM J. Appl. Math. 69, pp. 810-829 (20 pages)
http://epubs.siam.org/siap/resource/1/smjmap/v69/i3/p810_s1?isAuthorized=no
谢谢！