Optimal multiple stopping models of reload options and shout options

10.1016/j.jedc.2007.10.002

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Bibliographic Details
Main Authors: Dai, M., Kwok, Y.K.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/103873
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Institution: National University of Singapore