Pages that link to "Item:Q2627307"
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The following pages link to On undiscounted non-linear optimal multiple stopping (Q2627307):
Displaying 8 items.
- Generalization on optimal multiple stopping with application to swing options with random exercise rights number (Q256313) (← links)
- Optimal stopping for non-linear expectations. II (Q550130) (← links)
- General undiscounted nonlinear optimal multiple stopping of linear diffusions with boundary classification (Q1639508) (← links)
- Study of undiscounted non-linear optimal multiple stopping problems on unbounded intervals (Q1753786) (← links)
- Erratum to ``A unified approach to multiple stopping and duality'' (Q1758293) (← links)
- On the strict value of the non-linear optimal stopping problem (Q2201525) (← links)
- Optimal Multiple Stopping of Linear Diffusions (Q3168975) (← links)
- Primal and Dual Pricing of Multiple Exercise Options in Continuous Time (Q5388676) (← links)