Generalization on optimal multiple stopping with application to swing options with random exercise rights number (Q256313): Difference between revisions
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 49J55 / rank | |||
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| Property / Mathematics Subject Classification ID: 49K45 / rank | |||
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| Property / Mathematics Subject Classification ID: 49L20 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G40 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G50 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J70 / rank | |||
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| Property / zbMATH DE Number: 6552852 / rank | |||
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| Property / zbMATH Keywords | |||
optimal stopping | |||
| Property / zbMATH Keywords: optimal stopping / rank | |||
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optimal multiple stopping | |||
| Property / zbMATH Keywords: optimal multiple stopping / rank | |||
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stopping times | |||
| Property / zbMATH Keywords: stopping times / rank | |||
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hitting times | |||
| Property / zbMATH Keywords: hitting times / rank | |||
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strong optimal stopping times strategy | |||
| Property / zbMATH Keywords: strong optimal stopping times strategy / rank | |||
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diffusion process | |||
| Property / zbMATH Keywords: diffusion process / rank | |||
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swing option | |||
| Property / zbMATH Keywords: swing option / rank | |||
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dynamic programming | |||
| Property / zbMATH Keywords: dynamic programming / rank | |||
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Revision as of 12:24, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalization on optimal multiple stopping with application to swing options with random exercise rights number |
scientific article |
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Generalization on optimal multiple stopping with application to swing options with random exercise rights number (English)
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9 March 2016
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optimal stopping
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optimal multiple stopping
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stopping times
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hitting times
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strong optimal stopping times strategy
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diffusion process
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swing option
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dynamic programming
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