Pages that link to "Item:Q5459957"
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The following pages link to OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS (Q5459957):
Displaying 36 items.
- Swing Options Valuation: A BSDE with Constrained Jumps Approach (Q2917441) (← links)
- Sensitivity Analysis of Energy Contracts by Stochastic Programming Techniques (Q2917446) (← links)
- Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models (Q2942281) (← links)
- AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
- REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING (Q2968279) (← links)
- HEDGING SWING OPTIONS (Q3005962) (← links)
- OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS (Q3008482) (← links)
- PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME (Q3008485) (← links)
- OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY (Q3100755) (← links)
- Hedging of swing game options in continuous time (Q3108368) (← links)
- Algorithms for Optimal Control of Stochastic Switching Systems (Q3178726) (← links)
- Optimal Quantization for the Pricing of Swing Options (Q3395726) (← links)
- Modelling spikes and pricing swing options in electricity markets (Q3404103) (← links)
- Filling the gap between American and Russian options: adjustable regret (Q3429333) (← links)
- A General Optimal Multiple Stopping Problem with an Application to Swing Options (Q3448337) (← links)
- Continuity Properties of Optimal Multiple Stopping Value (Q3580102) (← links)
- ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS (Q3608737) (← links)
- On the Pricing of Perpetual American Compound Options (Q4561937) (← links)
- A Direct Approach to the Solution of Optimal Multiple-Stopping Problems (Q4593614) (← links)
- CONTINUOUSLY CONTROLLED OPTIONS: DERIVATIVES WITH ADDED FLEXIBILITY (Q4916240) (← links)
- Optimal Hedging of a Perpetual American Put with a Single Trade (Q4958394) (← links)
- Pricing renewable identification numbers under uncertainty (Q5079363) (← links)
- SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION (Q5210912) (← links)
- On the Optimal Exercise Boundaries of Swing Put Options (Q5219294) (← links)
- An iterative method for multiple stopping: convergence and stability (Q5395357) (← links)
- Efficient pricing of swing options in Lévy-driven models (Q5397406) (← links)
- Pricing corporate debt with finite maturity and chapter 11 proceedings (Q5400653) (← links)
- On the Structure of a Swing Contract's Optimal Value and Optimal Strategy (Q5459904) (← links)
- A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING (Q5739185) (← links)
- American step-up and step-down default swaps under Lévy models (Q5746748) (← links)
- A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading (Q5868937) (← links)
- Optimal multiple stopping problem under nonlinear expectation (Q6159382) (← links)
- An exit contract optimization problem (Q6186394) (← links)
- Distributed energy resources flexibility as volumetric options on electricity (Q6187722) (← links)
- Swing option pricing consistent with futures smiles (Q6581586) (← links)
- An efficient and provable sequential quadratic programming method for American and swing option pricing (Q6586252) (← links)
