Optimal Multiple Stopping of Linear Diffusions (Q3168975)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Multiple Stopping of Linear Diffusions |
scientific article |
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Optimal Multiple Stopping of Linear Diffusions (English)
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27 April 2011
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optimal multiple stopping
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snell envelope
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diffusions
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swing options
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