Optimal Multiple Stopping with Random Waiting Times (Q2854356)

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Optimal Multiple Stopping with Random Waiting Times
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    title
    Optimal Multiple Stopping with Random Waiting Times (English)
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    author
    Sören Christensen
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    Albrecht Irle
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    Stephan Jürgens
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    publication date
    18 October 2013
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    Mathematics Subject Classification ID
    60G40
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    62L15
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    60J60
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    91B70
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    91G10
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    zbMATH DE Number
    6216452
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    zbMATH Keywords
    optimal multiple stopping
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    random waiting times
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    swing options
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    OpenAlex ID
    W2022139826
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    arXiv ID
    1205.1966
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