A General Optimal Multiple Stopping Problem with an Application to Swing Options (Q3448337)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A General Optimal Multiple Stopping Problem with an Application to Swing Options |
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A General Optimal Multiple Stopping Problem with an Application to Swing Options (English)
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23 October 2015
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optimal multiple stopping
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swing options
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jump diffusion processes
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Snell envelope
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Hamilton-Jacobi-Bellman variational inequality
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viscosity solution
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