A unified approach to multiple stopping and duality (Q453044)

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A unified approach to multiple stopping and duality
scientific article

    Statements

    title
    A unified approach to multiple stopping and duality (English)
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    author
    Martin B. Haugh
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    publication date
    18 September 2012
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    zbMATH Keywords
    multiple stopping
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    duality
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    swing options
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    90C15
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    91G20
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    90C39
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    91B25
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    zbMATH DE Number
    6083700
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