"Optimal Multiple Stopping with Negative Discount Rate and Random ..."

Tim Leung, Kazutoshi Yamazaki, Hongzhong Zhang (2015)

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DOI: 10.1137/140957317

access: closed

type: Journal Article

metadata version: 2020-10-26

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Tim Leung, Kazutoshi Yamazaki, Hongzhong Zhang:
Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models. SIAM J. Control. Optim. 53(4): 2373-2405 (2015)

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