Dual representations for general multiple stopping problems

Christian Bender; John Schoenmakers; Jianing Zhang

Year of publication:	2015
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
Subject:	general multiple stopping \| dual representations \| multiple exercise options \| volume constraints \| refraction period

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