Pages that link to "Item:Q3448337"
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The following pages link to A General Optimal Multiple Stopping Problem with an Application to Swing Options (Q3448337):
Displaying 5 items.
- A finite horizon optimal switching problem with memory and application to controlled SDDEs (Q784786) (← links)
- The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model (Q824886) (← links)
- On the finite horizon optimal switching problem with random lag (Q2045122) (← links)
- Numerical methods for an optimal multiple stopping problem (Q2816573) (← links)
- SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION (Q5210912) (← links)
