Pages that link to "Item:Q5388676"

The following pages link to Primal and Dual Pricing of Multiple Exercise Options in Continuous Time (Q5388676):

Displayed 12 items.

• A unified approach to multiple stopping and duality (Q453044) ‎ (← links)
• Erratum to ``A unified approach to multiple stopping and duality'' (Q1758293) ‎ (← links)
• Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) ‎ (← links)
• Resolvent-techniques for multiple exercise problems (Q2340991) ‎ (← links)
• Swing options in commodity markets: a multidimensional Lévy diffusion model (Q2441571) ‎ (← links)
• Optimal Multiple Stopping with Random Waiting Times (Q2854356) ‎ (← links)
• A General Optimal Multiple Stopping Problem with an Application to Swing Options (Q3448337) ‎ (← links)
• Deep learning for ranking response surfaces with applications to optimal stopping problems (Q5139253) ‎ (← links)
• SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION (Q5210912) ‎ (← 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)