검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
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 |
| 2 |
VALUATION OF STOCK LOANS WITH REGIME SWITCHING Zhang Q, Zhou XY SIAM Journal on Control and Optimization, 48(3), 1229, 2009 |