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Contraction options and optimal multiple-stopping in spectrally negative Lévy models - MaRDI portal

Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121)

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Contraction options and optimal multiple-stopping in spectrally negative Lévy models
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    Contraction options and optimal multiple-stopping in spectrally negative Lévy models (English)
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    17 September 2015
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    optimal multiple-stopping
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    spectrally negative Lévy processes
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    contraction options
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