Pages that link to "Item:Q5395357"
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The following pages link to An iterative method for multiple stopping: convergence and stability (Q5395357):
Displaying 17 items.
- Dual pricing of multi-exercise options under volume constraints (Q483695) (← links)
- Sensitivities for Bermudan options by regression methods (Q604677) (← links)
- A pure martingale dual for multiple stopping (Q1761446) (← links)
- Practical policy iteration: generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation (Q1994265) (← links)
- Optimal exercise strategies for operational risk insurance via multiple stopping times (Q2397959) (← links)
- Optimal Multiple Stopping with Random Waiting Times (Q2854356) (← links)
- Multilevel Simulation Based Policy Iteration for Optimal Stopping--Convergence and Complexity (Q2945162) (← links)
- A General Optimal Multiple Stopping Problem with an Application to Swing Options (Q3448337) (← links)
- Enhanced policy iteration for American options via scenario selection (Q3498561) (← links)
- (Q4427778) (← links)
- Counterparty Credit Exposures for Interest Rate Derivatives using the Stochastic Grid Bundling Method (Q4585673) (← links)
- CONTINUOUSLY CONTROLLED OPTIONS: DERIVATIVES WITH ADDED FLEXIBILITY (Q4916240) (← links)
- MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING (Q5193009) (← links)
- DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS (Q5247424) (← links)
- An iterative method for multiple stopping: convergence and stability (Q5395357) (← links)
- Primal–dual linear Monte Carlo algorithm for multiple stopping—an application to flexible caps (Q5397436) (← links)
- Optimal multiple stopping problem under nonlinear expectation (Q6159382) (← links)
