Pages that link to "Item:Q640060"
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The following pages link to Optimal multiple stopping time problem (Q640060):
Displayed 20 items.
- Generalization on optimal multiple stopping with application to swing options with random exercise rights number (Q256313) (← links)
- Optimal double stopping time problem (Q847103) (← links)
- On zero-sum optimal stopping games (Q1630415) (← links)
- Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections (Q1943324) (← links)
- A new deep neural network algorithm for multiple stopping with applications in options pricing (Q2108626) (← links)
- Optimal procurement strategies for contractual assembly systems with fluctuating procurement price (Q2196110) (← links)
- On the strict value of the non-linear optimal stopping problem (Q2201525) (← links)
- Partial liquidation under reference-dependent preferences (Q2308175) (← links)
- On a stopping game in continuous time (Q2809215) (← links)
- Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) (← links)
- Optimal Multiple Stopping with Random Waiting Times (Q2854356) (← links)
- AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
- A General Optimal Multiple Stopping Problem with an Application to Swing Options (Q3448337) (← links)
- A Direct Approach to the Solution of Optimal Multiple-Stopping Problems (Q4593614) (← links)
- SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION (Q5210912) (← links)
- On the Optimal Exercise Boundaries of Swing Put Options (Q5219294) (← links)
- DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS (Q5247424) (← links)
- Optimal multiple stopping problem under nonlinear expectation (Q6159382) (← links)
- Dynamic Programming Equation for the Mean Field Optimal Stopping Problem (Q6173820) (← links)
- An exit contract optimization problem (Q6186394) (← links)