Dual representations for general multiple stopping problems
Christian Bender; John Schoenmakers; Jianing Zhang
| Year of publication: |
2015
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|---|---|
| Authors: | Bender, Christian ; Schoenmakers, John ; Zhang, Jianing |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 25.2015, 2, p. 339-370
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| Subject: | general multiple stopping | dual representations | multiple exercise options | volume constraints | refraction period |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011350619