검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
OPTIMAL STOPPING IN LEVY MODELS FOR NONMONOTONE DISCONTINUOUS PAYOFFS Boyarchenko S, Levendorskii S SIAM Journal on Control and Optimization, 49(5), 2062, 2011 |
| 2 |
AMERICAN OPTIONS IN REGIME-SWITCHING MODELS Boyarchenko S, Levendorskii S SIAM Journal on Control and Optimization, 48(3), 1353, 2009 |