A dual approach to multiple exercise option problems under constraints (Q992045): Difference between revisions
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Revision as of 02:51, 20 March 2024
scientific article
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English | A dual approach to multiple exercise option problems under constraints |
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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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