Pages that link to "Item:Q5459957"
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The following pages link to OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS (Q5459957):
Displaying 50 items.
- Generalization on optimal multiple stopping with application to swing options with random exercise rights number (Q256313) (← links)
- Dual pricing of multi-exercise options under volume constraints (Q483695) (← links)
- Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
- On the problem of optimal stopping for the composite Russian option (Q612170) (← links)
- Forest of stochastic meshes: a new method for valuing high-dimensional swing options (Q631202) (← links)
- Optimal multiple stopping time problem (Q640060) (← links)
- Infinite horizon stopping problems with (nearly) total reward criteria (Q744226) (← links)
- The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model (Q824886) (← 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)
- Optimal reinsurance strategy under fixed cost and delay (Q1009679) (← links)
- Valuation of electricity swing options by multistage stochastic programming (Q1023350) (← links)
- Electricity swing options: behavioral models and pricing (Q1042024) (← links)
- Risk management in power markets: the hedging value of production flexibility (Q1042265) (← links)
- Risk-hedging in real estate markets (Q1044236) (← links)
- Multiple stopping time POMDPs: structural results \& application in interactive advertising on social media (Q1626919) (← links)
- An algorithmic approach to optimal asset liquidation problems (Q1627810) (← links)
- An optimal multiple stopping approach to infrastructure investment decisions (Q1657596) (← links)
- An exactly solvable multiple stochastic optimal stopping problem (Q1712232) (← links)
- A pure martingale dual for multiple stopping (Q1761446) (← links)
- A Longstaff and Schwartz approach to the early election problem (Q1929895) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Optimal oil production and the world supply of oil (Q1994257) (← links)
- Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
- Risk sensitive optimal stopping (Q2029782) (← links)
- Risk-sensitive optimal stopping with unbounded terminal cost function (Q2076651) (← links)
- Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing. (Q2094859) (← links)
- An optimal stopping policy for car rental businesses with purchasing customers (Q2095189) (← links)
- Optimal multiple stopping problems under \(g\)-expectation (Q2128626) (← links)
- Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239) (← links)
- Optimal double stopping problems for maxima and minima of geometric Brownian motions (Q2152240) (← links)
- Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations (Q2178364) (← links)
- A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
- Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) (← links)
- On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (Q2274283) (← 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)
- Valuation and pricing of electricity delivery contracts: the producer's view (Q2327681) (← links)
- Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
- Optimal exercise strategies for operational risk insurance via multiple stopping times (Q2397959) (← links)
- Optimal mean-reverting spread trading: nonlinear integral equation approach (Q2408713) (← links)
- Pricing and risk of swing contracts in natural gas markets (Q2418428) (← links)
- On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
- Swing options in commodity markets: a multidimensional Lévy diffusion model (Q2441571) (← 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)
- Quickest search over Brownian channels (Q2875278) (← links)
- PORTFOLIOS OF AMERICAN OPTIONS UNDER GENERAL PREFERENCES: RESULTS AND COUNTEREXAMPLES (Q2875728) (← links)
