Optimal Multiple Stopping with Random Waiting Times (Q2854356): Difference between revisions

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+Dual pricing of multi-exercise options under volume constraints
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+Primal and Dual Pricing of Multiple Exercise Options in Continuous Time
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+An iterative method for multiple stopping: convergence and stability
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+Optimal Multiple Stopping of Linear Diffusions
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+OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
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+Q5641856
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+Valuation of Commodity-Based Swing Options
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+Optimal multiple stopping time problem
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+MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS
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+Q3378055
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