Intensity-based framework and penalty formulation of optimal stopping problems
| Year of publication: |
2007
|
|---|---|
| Authors: | Dai, Min ; Kwok, Yue Kuen ; You, Hong |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 31.2007, 12, p. 3860-3880
|
| Publisher: |
Elsevier |