Stochastic control with regime switching and its applications to financial economics

• Stoch. control with regime switching & appl.

• Author / Creator

  Sotomayer, Luz Rocío, 1977-

• Subjects / Keywords

  • Capital market. Econometric models.
  • Finance. Econometric models.
  • Business cycles. Econometric models.
  • Stochastic control theory.

• Graduation date

  2008

• Type of Item

  Thesis

• Degree

  Doctor of Philosophy in Mathematical Finance

• DOI

  https://doi.org/10.7939/r3-4pbn-3x35

• License

  This thesis is made available by the University of Alberta Libraries with permission of the copyright owner solely for the purpose of private, scholarly or scientific research. This thesis, or any portion thereof, may not otherwise be copied or reproduced without the written consent of the copyright owner, except to the extent permitted by Canadian copyright law.