Pages that link to "Item:Q1753786"
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The following pages link to Study of undiscounted non-linear optimal multiple stopping problems on unbounded intervals (Q1753786):
Displaying 5 items.
- Generalization on optimal multiple stopping with application to swing options with random exercise rights number (Q256313) (← links)
- General undiscounted nonlinear optimal multiple stopping of linear diffusions with boundary classification (Q1639508) (← links)
- Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing. (Q2094859) (← links)
- On undiscounted non-linear optimal multiple stopping (Q2627307) (← links)
- Primal and Dual Pricing of Multiple Exercise Options in Continuous Time (Q5388676) (← links)