Pages that link to "Item:Q992045"
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The following pages link to A dual approach to multiple exercise option problems under constraints (Q992045):
Displayed 11 items.
- A unified approach to multiple stopping and duality (Q453044) (← links)
- Dual pricing of multi-exercise options under volume constraints (Q483695) (← links)
- Forest of stochastic meshes: a new method for valuing high-dimensional swing options (Q631202) (← links)
- A pure martingale dual for multiple stopping (Q1761446) (← links)
- Optimal oil production and the world supply of oil (Q1994257) (← links)
- Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) (← links)
- Valuation of swing options under a regime-switching mean-reverting model (Q2298579) (← links)
- Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
- A Direct Approach to the Solution of Optimal Multiple-Stopping Problems (Q4593614) (← links)
- On the Optimal Exercise Boundaries of Swing Put Options (Q5219294) (← links)
- DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS (Q5247424) (← links)