Optimal Exercise Strategies for Operational Risk Insurance via Multiple Stopping Times
Targino, Rodrigo S., Peters, Gareth W., Sofronov, Georgy, Shevchenko, Pavel V.Volume:
19
Language:
english
Journal:
Methodology and Computing in Applied Probability
DOI:
10.1007/s11009-016-9493-8
Date:
June, 2017
File:
PDF, 935 KB
english, 2017