A Recursive Algorithm for Selling at the Ultimate Maximum in Regime-Switching Models
Crossref DOI link: https://doi.org/10.1007/s11009-017-9558-3
Published Online: 2017-03-31
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Liu, Yue
Privault, Nicolas https://orcid.org/0000-0003-4148-8543
Funding for this research was provided by:
Nanyang Technological University (MOE2016-T2-1-036)
License valid from 2017-03-31