"General undiscounted nonlinear optimal multiple stopping of linear ..."

Noureddine Jilani Ben Naouara, Faouzi Trabelsi (2015)

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DOI: 10.1504/IJMOR.2015.072275

access: closed

type: Journal Article

metadata version: 2020-04-16

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Noureddine Jilani Ben Naouara, Faouzi Trabelsi:
General undiscounted nonlinear optimal multiple stopping of linear diffusions with boundary classification. Int. J. Math. Oper. Res. 7(6): 630-660 (2015)

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