Optimal Multiple Stopping with Random Waiting Times
Work
Year: 2013
Type: article
Abstract: In the standard models for optimal multiple stopping problems it is assumed that between two exercises there is always a time period of deterministic length $\delta$, the so called refraction period. ... more
Source: Sequential Analysis
Institution Kiel University
Cites: 16
Cited by: 12
Related to: 10
FWCI: 3.622
Citation percentile (by year/subfield): 85.33
Subfield: Finance
Domain: Social Sciences
Open Access status: green