A dual approach to multiple exercise option problems under constraints (Q992045)
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scientific article; zbMATH DE number 5781214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dual approach to multiple exercise option problems under constraints |
scientific article; zbMATH DE number 5781214 |
Statements
A dual approach to multiple exercise option problems under constraints (English)
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8 September 2010
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multiple optimal stopping
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dual approach
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multiple exercise options
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swing options
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