Pages that link to "Item:Q1761446"
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The following pages link to A pure martingale dual for multiple stopping (Q1761446):
Displaying 16 items.
- Multilevel dual approach for pricing American style derivatives (Q377450) (← links)
- A unified approach to multiple stopping and duality (Q453044) (← links)
- An algorithmic approach to optimal asset liquidation problems (Q1627810) (← links)
- Erratum to ``A unified approach to multiple stopping and duality'' (Q1758293) (← links)
- A new deep neural network algorithm for multiple stopping with applications in options pricing (Q2108626) (← links)
- Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) (← links)
- Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
- Additive and multiplicative duals for American option pricing (Q2463707) (← links)
- Addendum to: ``Multilevel dual approach for pricing American style derivatives'' (Q2516774) (← links)
- Algorithms for Optimal Control of Stochastic Switching Systems (Q3178726) (← links)
- Pathwise Dynamic Programming (Q5219679) (← links)
- DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS (Q5247424) (← links)
- Primal–dual linear Monte Carlo algorithm for multiple stopping—an application to flexible caps (Q5397436) (← links)
- A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING (Q5739185) (← links)
- From optimal martingales to randomized dual optimal stopping (Q6053122) (← links)
- Primal-Dual Regression Approach for Markov Decision Processes with General State and Action Spaces (Q6198082) (← links)
