OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
Year of publication: |
2008
|
---|---|
Authors: | Carmona, René ; Touzi, Nizar |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 18.2008, 2, p. 239-268
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Publisher: |
Wiley Blackwell |
Saved in:
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