مرکز منطقه ای اطلاع رساني علوم و فناوري - Intensity-based framework and penalty formulation of optimal stopping problems

Title of article :

Intensity-based framework and penalty formulation of optimal stopping problems

Author/Authors :

Min Dai، نويسنده , , Yue Kuen Kwok، نويسنده , , Hong You، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

3860

To page :

3880

Keywords :

Linear complementarity formulation , Mortgage prepayment , Callable feature , Intensityapproach , Event risk , Penalty method

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2007

Journal title :

Journal of Economic Dynamics and Control

Record number :

239132

Link To Document :