Pages that link to "Item:Q4827312"
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The following pages link to Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities (Q4827312):
Displaying 14 items.
- Optimal search for parameters in Monte Carlo simulation for derivative pricing (Q321025) (← links)
- Dual pricing of multi-exercise options under volume constraints (Q483695) (← links)
- Optimal multiple stopping models of reload options and shout options (Q844713) (← links)
- Valuation of electricity swing options by multistage stochastic programming (Q1023350) (← links)
- Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing. (Q2094859) (← links)
- Wireless network capacity management: a real options approach (Q2432936) (← links)
- A continuous time model to price commodity-based swing options (Q2490450) (← links)
- Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (Q2514869) (← links)
- PORTFOLIOS OF AMERICAN OPTIONS UNDER GENERAL PREFERENCES: RESULTS AND COUNTEREXAMPLES (Q2875728) (← links)
- Swing Option Pricing by Optimal Exercise Boundary Estimation (Q2917444) (← links)
- Modelling spikes and pricing swing options in electricity markets (Q3404103) (← links)
- On the Optimal Exercise Boundaries of Swing Put Options (Q5219294) (← links)
- An iterative method for multiple stopping: convergence and stability (Q5395357) (← links)
- OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS (Q5459957) (← links)
