Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models

Tim Leung, Kazutoshi Yamazaki, Hongzhong Zhang
  • SIAM Journal on Control and Optimization, January 2015, Society for Industrial & Applied Mathematics (SIAM)
  • DOI: 10.1137/140957317
The author haven't finished explaining this publicationThe author haven't finished explaining this publication

The following have contributed to this page: Prof. Kazutoshi Yamazaki