Pages that link to "Item:Q453044"
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The following pages link to A unified approach to multiple stopping and duality (Q453044):
Displaying 10 items.
- A duality approach to problems of combined stopping and deciding under constraints (Q1397070) (← links)
- Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
- Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185) (← links)
- Erratum to ``A unified approach to multiple stopping and duality'' (Q1758293) (← links)
- A pure martingale dual for multiple stopping (Q1761446) (← links)
- A new class of dual upper bounds for early exercisable derivatives encompassing both the additive and multiplicative bounds (Q1785438) (← links)
- Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) (← links)
- Cooperative Stopping Rules in Multivariate Problems (Q3155701) (← links)
- Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes (Q4619493) (← links)
- Pathwise Dynamic Programming (Q5219679) (← links)
