We study infinite-horizon, optimal switching problems for underlying processes that exhibit "fast" mean-reverting stochastic volatility. We obtain closed-form analytic approximations of the solution for the resulting quasi-variational inequalities, that provide quantitative and qualitative...

Purpose: The purpose of this study is to quantify the impact of online customer reputation on financial profitability.Design/methodology/approach: Online reputation is captured by extracting the most recurring textual themes associated with customer satisfaction and dissatisfaction, expressed...