AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING
- 期刊名称International Journal of Theoretical and Applied Finance
- 作者LEUNG, TIM; YAMAZAKI, KAZUTOSHI; ZHANG, HONGZHONG
- 卷第18卷
- 期第5期
- 印刷ISSN0219-0249
- 电子ISSN1793-6322
- 文件大小915.52KB
- 发表时间2015-08
- DOI10.1142/s0219024915500326
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