THE SWING OPTION ON THE STOCK MARKET (Q4675835)
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scientific article; zbMATH DE number 2165945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE SWING OPTION ON THE STOCK MARKET |
scientific article; zbMATH DE number 2165945 |
Statements
THE SWING OPTION ON THE STOCK MARKET (English)
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6 May 2005
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Optimal stopping problem
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HJB variational inequalities
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option pricing
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