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

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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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