Optimal Multiple Stopping of Linear Diffusions (Q3168975)

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Optimal Multiple Stopping of Linear Diffusions
scientific article

    Statements

    title
    Optimal Multiple Stopping of Linear Diffusions (English)
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    author
    René A. Carmona
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    Savas Dayanik
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    publication date
    27 April 2011
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    zbMATH Keywords
    optimal multiple stopping
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    snell envelope
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    diffusions
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    swing options
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    60J60
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    91G20
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    zbMATH DE Number
    5881580
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