"Constrained optimal stopping under a regime-switching model."

Takuji Arai, Masahiko Takenaka (2024)

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DOI: 10.1017/JPR.2023.122

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type: Journal Article

metadata version: 2024-12-24

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Takuji Arai, Masahiko Takenaka:
Constrained optimal stopping under a regime-switching model. J. Appl. Probab. 61(4): 1220-1239 (2024)

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