Pages that link to "Item:Q5388676"
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The following pages link to Primal and Dual Pricing of Multiple Exercise Options in Continuous Time (Q5388676):
Displaying 13 items.
- A unified approach to multiple stopping and duality (Q453044) (← links)
- Erratum to ``A unified approach to multiple stopping and duality'' (Q1758293) (← 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)
- Swing options in commodity markets: a multidimensional Lévy diffusion model (Q2441571) (← links)
- Optimal Multiple Stopping with Random Waiting Times (Q2854356) (← links)
- A General Optimal Multiple Stopping Problem with an Application to Swing Options (Q3448337) (← links)
- Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
- Deep learning for ranking response surfaces with applications to optimal stopping problems (Q5139253) (← links)
- SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION (Q5210912) (← links)
- DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS (Q5247424) (← links)
- A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING: CLASSICAL SOLUTIONS (Q5283407) (← links)
- A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING (Q5739185) (← links)
