AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING

TIM LEUNG, KAZUTOSHI YAMAZAKI, HONGZHONG ZHANG
  • International Journal of Theoretical and Applied Finance, August 2015, World Scientific Pub Co Pte Lt
  • DOI: 10.1142/s0219024915500326
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The following have contributed to this page: Prof. Kazutoshi Yamazaki