Pages that link to "Item:Q4673671"

The following pages link to MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS (Q4673671):

Displaying 38 items.

• A unified approach to multiple stopping and duality (Q453044) (← links)
• Dual pricing of multi-exercise options under volume constraints (Q483695) (← links)
• Forest of stochastic meshes: a new method for valuing high-dimensional swing options (Q631202) (← links)
• Optimal risk management problem of natural resources: application to oil drilling (Q829138) (← links)
• Optimal multiple stopping models of reload options and shout options (Q844713) (← links)
• A dual approach to multiple exercise option problems under constraints (Q992045) (← links)
• Valuation of electricity swing options by multistage stochastic programming (Q1023350) (← links)
• Electricity swing options: behavioral models and pricing (Q1042024) (← links)
• An algorithmic approach to optimal asset liquidation problems (Q1627810) (← links)
• An optimal multiple stopping approach to infrastructure investment decisions (Q1657596) (← links)
• Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
• A pure martingale dual for multiple stopping (Q1761446) (← links)
• Optimal oil production and the world supply of oil (Q1994257) (← links)
• A new deep neural network algorithm for multiple stopping with applications in options pricing (Q2108626) (← links)
• Optimal multiple stopping problems under \(g\)-expectation (Q2128626) (← links)
• Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations (Q2178364) (← links)
• Optimal expansion timing decisions in multi-stage PPP projects involving dedicated asset and government subsidies (Q2244198) (← links)
• Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) (← links)
• Optimal strategy between extraction and storage of crude oil (Q2288887) (← links)
• Valuation of swing options under a regime-switching mean-reverting model (Q2298579) (← links)
• Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
• Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (Q2514869) (← links)
• Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations (Q2633523) (← links)
• WHEN ARE SWING OPTIONS BANG-BANG? (Q2786344) (← links)
• Optimal Multiple Stopping with Random Waiting Times (Q2854356) (← links)
• PORTFOLIOS OF AMERICAN OPTIONS UNDER GENERAL PREFERENCES: RESULTS AND COUNTEREXAMPLES (Q2875728) (← links)
• Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models (Q2942281) (← links)
• AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
• PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME (Q3008485) (← links)
• OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY (Q3100755) (← links)
• Algorithms for Optimal Control of Stochastic Switching Systems (Q3178726) (← links)
• Optimal Quantization for the Pricing of Swing Options (Q3395726) (← links)
• Modelling spikes and pricing swing options in electricity markets (Q3404103) (← links)
• On the Optimal Exercise Boundaries of Swing Put Options (Q5219294) (← links)
• DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS (Q5247424) (← links)
• An iterative method for multiple stopping: convergence and stability (Q5395357) (← links)
• A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING (Q5739185) (← links)
• Optimal multiple stopping problem under nonlinear expectation (Q6159382) (← links)