THE SWING OPTION ON THE STOCK MARKET (Q4675835)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: THE SWING OPTION ON THE STOCK MARKET |
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)
0 references
6 May 2005
0 references
Optimal stopping problem
0 references
HJB variational inequalities
0 references
option pricing
0 references
