Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121)
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scientific article; zbMATH DE number 6483013
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| English | Contraction options and optimal multiple-stopping in spectrally negative Lévy models |
scientific article; zbMATH DE number 6483013 |
Statements
Contraction options and optimal multiple-stopping in spectrally negative Lévy models (English)
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17 September 2015
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optimal multiple-stopping
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spectrally negative Lévy processes
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contraction options
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0.8117932677268982
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0.8040339946746826
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0.7951343059539795
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0.7926920056343079
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