On the optimal exercise boundaries of swing put options (Q5219294)
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scientific article; zbMATH DE number 7179320
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the optimal exercise boundaries of swing put options |
scientific article; zbMATH DE number 7179320 |
Statements
On the Optimal Exercise Boundaries of Swing Put Options (English)
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11 March 2020
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optimal multiple stopping
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free-boundary problems
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swing options
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American put option
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0.8231991529464722
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0.8230894804000854
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0.820112407207489
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0.8086803555488586
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