When are swing options bang-bang? (Q2786344)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: When are swing options bang-bang? |
scientific article; zbMATH DE number 5789823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | When are swing options bang-bang? |
scientific article; zbMATH DE number 5789823 |
Statements
21 September 2010
0 references
swing option
0 references
stochastic control
0 references
optimal quantization
0 references
energy
0 references
0 references
0 references
When are swing options bang-bang? (English)
0 references
