On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models
On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models
复制标题
Lévy模型下单一和递归最优停止中阈值型策略的最优性
DOI:
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发表时间:
2017
影响因子:
1.4
通讯作者:
Hongzhong Zhang
中科院分区:
文献类型:
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作者:
Mingsi Long;Hongzhong Zhang