Generalization on optimal multiple stopping with application to swing options with random exercise rights number (Q256313)
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scientific article; zbMATH DE number 6552852
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| default for all languages | No label defined |
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| English | Generalization on optimal multiple stopping with application to swing options with random exercise rights number |
scientific article; zbMATH DE number 6552852 |
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Generalization on optimal multiple stopping with application to swing options with random exercise rights number (English)
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9 March 2016
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optimal stopping
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optimal multiple stopping
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stopping times
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hitting times
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strong optimal stopping times strategy
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diffusion process
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swing option
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dynamic programming
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0.8837514519691467
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0.8719131350517273
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0.8347683548927307
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0.831940233707428
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0.8207018375396729
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