CONTINUOUSLY CONTROLLED OPTIONS: DERIVATIVES WITH ADDED FLEXIBILITY (Q4916240): Difference between revisions

@@ Property / arXiv ID @@
+.1412
@@ Property / arXiv ID: 1012.1412 / rank @@
+Normal rank
@@ Property / cites work @@
+An iterative method for multiple stopping: convergence and stability
+Normal rank
@@ Property / cites work @@
+Dual pricing of multi-exercise options under volume constraints
+Normal rank
@@ Property / cites work @@
+OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
+Normal rank
@@ Property / cites work @@
+Optimal multiple stopping models of reload options and shout options
+Normal rank
@@ Property / cites work @@
+PASSPORT OPTIONS
@@ Property / cites work: PASSPORT OPTIONS / rank @@
+Normal rank
@@ Property / cites work @@
+MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING
@@ Property / cites work: MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Strategies of Passport Options
@@ Property / cites work: Optimal Strategies of Passport Options / rank @@
+Normal rank
@@ Property / cites work @@
+Game options
@@ Property / cites work: Game options / rank @@
+Normal rank
@@ Property / cites work @@
+Some calculations for Israeli options
@@ Property / cites work: Some calculations for Israeli options / rank @@
+Normal rank
@@ Property / cites work @@
+MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS
+Normal rank
@@ Property / cites work @@
+The Russian option: finite horizon
@@ Property / cites work: The Russian option: finite horizon / rank @@
+Normal rank
@@ Property / cites work @@
+Functional Analysis
@@ Property / cites work: Functional Analysis / rank @@
+Normal rank