A General Optimal Multiple Stopping Problem with an...

Stochastic Analysis and Applications 2015 / 07 Vol. 33; Iss. 4

A General Optimal Multiple Stopping Problem with an Application to Swing Options

Ben Latifa, Imène, Bonnans, Joseph Frédéric, Mnif, Mohamed
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Volume:
33
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2015.1037592
Date:
July, 2015
File:
PDF, 502 KB
english, 2015
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