Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models
- 期刊名称SIAM Journal on Control and Optimization
- 作者Leung, Tim; Yamazaki, Kazutoshi; Zhang, Hongzhong
- 卷第53卷
- 期第4期
- 印刷ISSN0363-0129
- 电子ISSN1095-7138
- 文件大小424.96KB
- 发表时间2015-01
- DOI10.1137/140957317
- 页码2373-2405
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