Optimal Multiple Stopping with Random Waiting Times (Q2854356): Difference between revisions

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+W2022139826
@@ Property / OpenAlex ID: W2022139826 / rank @@
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@@ Property / arXiv ID @@
+.1966
@@ Property / arXiv ID: 1205.1966 / rank @@
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@@ Property / cites work @@
+Dual pricing of multi-exercise options under volume constraints
+Normal rank
@@ Property / cites work @@
+Primal and Dual Pricing of Multiple Exercise Options in Continuous Time
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@@ Property / cites work @@
+An iterative method for multiple stopping: convergence and stability
+Normal rank
@@ Property / cites work @@
+Optimal Multiple Stopping of Linear Diffusions
@@ Property / cites work: Optimal Multiple Stopping of Linear Diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
+Normal rank
@@ Property / cites work @@
+Q5641856
@@ Property / cites work: Q5641856 / rank @@
+Normal rank
@@ Property / cites work @@
+Valuation of Commodity-Based Swing Options
@@ Property / cites work: Valuation of Commodity-Based Swing Options / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal multiple stopping time problem
@@ Property / cites work: Optimal multiple stopping time problem / rank @@
+Normal rank
@@ Property / cites work @@
+MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS
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@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank