Optimal multiple stopping problem and its application to path-dependent options

Katsunori Ano, Susumu Seko, Aiko Kurushima

Research output: Contribution to journalArticle

Original languageEnglish
JournalDefault journal
Publication statusPublished - 2008 Jul 1

Cite this

Optimal multiple stopping problem and its application to path-dependent options. / Ano, Katsunori; Seko, Susumu; Kurushima, Aiko.

In: Default journal, 01.07.2008.

Research output: Contribution to journalArticle

Ano, Katsunori ; Seko, Susumu ; Kurushima, Aiko. / Optimal multiple stopping problem and its application to path-dependent options. In: Default journal. 2008.
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