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	A Recursive Algorithm for Selling at the Ultimate Maximum in Regime-Switching Models
	Liu, Yue[1]; Privault, Nicolas[2]
刊名	METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY
	2018
卷号	20期号:1页码:369-384
关键词	Optimal stopping Markovian regime switching Non-monotone free boundary Recursive approximation
ISSN号	1387-5841
DOI	http://dx.doi.org/10.1007/s11009-017-9558-3
URL标识	查看原文
收录类别	SCI(E)
WOS记录号	WOS:000424302700015
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5339187
专题	江苏大学
作者单位	1.[1]Jiangsu Univ, Sch Finance & Econ, Zhenjiang 212013, Peoples R China. 2.[2]Nanyang Technol Univ, Sch Phys & Math Sci, 21 Nanyang Link, Singapore 637371, Singapore.
推荐引用方式 GB/T 7714	Liu, Yue[1],Privault, Nicolas[2]. A Recursive Algorithm for Selling at the Ultimate Maximum in Regime-Switching Models[J]. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY,2018,20(1):369-384.
APA	Liu, Yue[1],&Privault, Nicolas[2].(2018).A Recursive Algorithm for Selling at the Ultimate Maximum in Regime-Switching Models.METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY,20(1),369-384.
MLA	Liu, Yue[1],et al."A Recursive Algorithm for Selling at the Ultimate Maximum in Regime-Switching Models".METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY 20.1(2018):369-384.

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