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OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS - MaRDI portal

OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS (Q5459957)

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scientific article; zbMATH DE number 5270377
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OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
scientific article; zbMATH DE number 5270377

    Statements

    title
    OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS (English)
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    author
    Nizar Touzi
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    René A. Carmona
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    publication date
    30 April 2008
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    zbMATH DE Number
    5270377
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    OpenAlex ID
    W2168392234
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