Pages that link to "Item:Q2917441"
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The following pages link to Swing Options Valuation: A BSDE with Constrained Jumps Approach (Q2917441):
Displayed 5 items.
- Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing. (Q2094859) (← links)
- Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
- Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients (Q5076720) (← links)
- On the Optimal Exercise Boundaries of Swing Put Options (Q5219294) (← links)
- A deep-genetic algorithm (deep-GA) approach for high-dimensional nonlinear parabolic partial differential equations (Q6184720) (← links)
