Pages that link to "Item:Q483695"

The following pages link to Dual pricing of multi-exercise options under volume constraints (Q483695):

Displaying 18 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)
• An algorithmic approach to optimal asset liquidation problems (Q1627810) (← links)
• An optimal multiple stopping approach to infrastructure investment decisions (Q1657596) (← links)
• A pure martingale dual for multiple stopping (Q1761446) (← links)
• Optimal oil production and the world supply of oil (Q1994257) (← links)
• Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) (← links)
• Valuation of swing options under a regime-switching mean-reverting model (Q2298579) (← links)
• Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
• Optimal Multiple Stopping with Random Waiting Times (Q2854356) (← links)
• PORTFOLIOS OF AMERICAN OPTIONS UNDER GENERAL PREFERENCES: RESULTS AND COUNTEREXAMPLES (Q2875728) (← links)
• 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)
• A General Optimal Multiple Stopping Problem with an Application to Swing Options (Q3448337) (← links)
• On the Optimal Exercise Boundaries of Swing Put Options (Q5219294) (← links)
• DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS (Q5247424) (← links)
• A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING: CLASSICAL SOLUTIONS (Q5283407) (← links)
• A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING (Q5739185) (← links)