Optimal multiple stopping with negative discount rate and random refraction times under Lévy models (Q2942281)
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scientific article; zbMATH DE number 6474171
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| English | Optimal multiple stopping with negative discount rate and random refraction times under Lévy models |
scientific article; zbMATH DE number 6474171 |
Statements
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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0.8229135274887085
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0.8117932677268982
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0.8055875897407532
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0.7975286841392517
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