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We study an optimal multiple stopping problem driven by a spectrally negative Levy process.
An Analytic Recursive Method for Optimal Multiple Stopping:Canadization and Phase-Type Fitting
【摘 要】
：
We study an optimal multiple stopping problem driven by a spectrally negative Levy process.
【机 构】
：
Kansai Univ. Columbia Univ.
【出 处】
：
第八届工业与应用数学国际大会
【发表日期】
：
2015年5期
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