AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING |
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AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (English)
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22 September 2015
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optimal multiple stopping
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refraction times
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maturity randomization
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phase-type fitting
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Lévy processes
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