Pages that link to "Item:Q3168975"
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The following pages link to Optimal Multiple Stopping of Linear Diffusions (Q3168975):
Displayed 29 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)
- Optimal multiple stopping time problem (Q640060) (← links)
- Valuation of electricity swing options by multistage stochastic programming (Q1023350) (← links)
- Electricity swing options: behavioral models and pricing (Q1042024) (← links)
- An optimal multiple stopping approach to infrastructure investment decisions (Q1657596) (← links)
- An exactly solvable multiple stochastic optimal stopping problem (Q1712232) (← links)
- Real option valuation for reserve capacity (Q1752795) (← 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)
- Partial liquidation under reference-dependent preferences (Q2308175) (← links)
- Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
- On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
- Optimal Multiple Stopping with Random Waiting Times (Q2854356) (← links)
- Quickest search over Brownian channels (Q2875278) (← 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)
- HEDGING SWING OPTIONS (Q3005962) (← links)
- Sequential Sensor Installation for Wiener Disorder Detection (Q3186529) (← links)
- Optimal Quantization for the Pricing of Swing Options (Q3395726) (← links)
- A General Optimal Multiple Stopping Problem with an Application to Swing Options (Q3448337) (← links)
- Continuity Properties of Optimal Multiple Stopping Value (Q3580102) (← links)
- On the Pricing of Perpetual American Compound Options (Q4561937) (← links)
- A Direct Approach to the Solution of Optimal Multiple-Stopping Problems (Q4593614) (← links)
- Optimal Hedging of a Perpetual American Put with a Single Trade (Q4958394) (← 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)
- Optimal multiple stopping problem under nonlinear expectation (Q6159382) (← links)