Pages that link to "Item:Q4673671"
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The following pages link to MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS (Q4673671):
Displayed 17 items.
- A unified approach to multiple stopping and duality (Q453044) (← links)
- Forest of stochastic meshes: a new method for valuing high-dimensional swing options (Q631202) (← links)
- Optimal multiple stopping models of reload options and shout options (Q844713) (← links)
- A dual approach to multiple exercise option problems under constraints (Q992045) (← links)
- Valuation of electricity swing options by multistage stochastic programming (Q1023350) (← links)
- Electricity swing options: behavioral models and pricing (Q1042024) (← links)
- A pure martingale dual for multiple stopping (Q1761446) (← links)
- WHEN ARE SWING OPTIONS BANG-BANG? (Q2786344) (← links)
- PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME (Q3008485) (← links)
- OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY (Q3100755) (← links)
- Optimal Quantization for the Pricing of Swing Options (Q3395726) (← links)
- Modelling spikes and pricing swing options in electricity markets (Q3404103) (← links)
- Continuity Properties of Optimal Multiple Stopping Value (Q3580102) (← links)
- Pricing Asset Scheduling Flexibility using Optimal Switching (Q3617303) (← links)
- Pricing of Swing Options in a Mean Reverting Model with Jumps (Q3617306) (← links)
- MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING (Q5193009) (← links)
- An iterative method for multiple stopping: convergence and stability (Q5395357) (← links)