Optimal multiple stopping models of reload options and shout options (Q844713): Difference between revisions

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+OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
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+Valuing employee reload options under the time vesting requirement
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+Options with Multiple Reset Rights
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+OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT
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+Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities
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+VALUATION OF EMPLOYEE RELOAD OPTIONS USING UTILITY MAXIMIZATION APPROACH
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+MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS
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+Some mathematical results in the pricing of American options
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