검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
Resolvent-Techniques for Multiple Exercise Problems Christensen S, Lempa J Applied Mathematics and Optimization, 71(1), 95, 2015 |
| 2 |
Contraction Options and Optimal Multiple-Stopping in Spectrally Negative Levy Models Yamazaki K Applied Mathematics and Optimization, 72(1), 147, 2015 |
| 3 |
OPTIMAL MULTIPLE STOPPING WITH NEGATIVE DISCOUNT RATE AND RANDOM REFRACTION TIMES UNDER LEVY MODELS Leung T, Yamazaki K, Zhang HZ SIAM Journal on Control and Optimization, 53(4), 2373, 2015 |