A general method for finding the optimal threshold in discrete time Christensen, Sören Irle, Albrecht 2019 - Forschungsinformationssystem der UHH
Optimal multiple stopping with random waiting times Christensen, Sören Irle, Albrecht Jürgens, Stephan 2013 - Forschungsinformationssystem der UHH
American options with guarantee:a class of two-sided stopping problems Christensen, Sören Irle, Albrecht 2013 - Forschungsinformationssystem der UHH