Pages that link to "Item:Q256313"
From MaRDI portal
The following pages link to Generalization on optimal multiple stopping with application to swing options with random exercise rights number (Q256313):
Displaying 7 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)
- Optimal multiple stopping problems under \(g\)-expectation (Q2128626) (← links)
- Numerical methods for an optimal multiple stopping problem (Q2816573) (← links)
- Optimal Multiple Stopping with Random Waiting Times (Q2854356) (← links)
- On the Optimal Exercise Boundaries of Swing Put Options (Q5219294) (← links)
- Primal and Dual Pricing of Multiple Exercise Options in Continuous Time (Q5388676) (← links)