Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models (Q2942281)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models |
scientific article |
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Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models (English)
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20 August 2015
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optimal multiple stopping
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Lévy processes
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negative discount rate
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random refraction times
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stock loan
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