Pages that link to "Item:Q2340991"
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The following pages link to Resolvent-techniques for multiple exercise problems (Q2340991):
Displaying 4 items.
- 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)
- SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION (Q5210912) (← links)
- Optimal stopping and impulse control in the presence of an anticipated regime switch (Q6080761) (← links)