A dual approach to multiple exercise option problems under constraints (Q992045): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dual approach to multiple exercise option problems under constraints |
scientific article |
Statements
A dual approach to multiple exercise option problems under constraints (English)
0 references
8 September 2010
0 references
multiple optimal stopping
0 references
dual approach
0 references
multiple exercise options
0 references
swing options
0 references
