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OPTIMAL MULTIPLE STOPPING AND...
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Touzi, Nizar
174
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52
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1
Optimal multiple stopping and valuation of swing options
Carmona, René
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10003683246
Saved in:
2
OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
Carmona, René
;
Touzi, Nizar
- In:
Mathematical Finance
18
(
2008
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10005023774
Saved in:
3
From Markovian to partially observable models
Carmona, René
- In:
Indifference pricing : theory and applications
,
(pp. 147-180)
.
2009
Persistent link: https://www.econbiz.de/10003807582
Saved in:
4
Applications to weather derivatives and energy contracts
Carmona, René
- In:
Indifference pricing : theory and applications
,
(pp. 241-264)
.
2009
Persistent link: https://www.econbiz.de/10003807590
Saved in:
5
The influence of economic research on financial mathematics : evidence from the last 25 years
Carmona, René
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 85-101
Persistent link: https://www.econbiz.de/10012796474
Saved in:
6
Super-replication under proportional transaction costs : from discrete to continuous-time models
Touzi, Nizar
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 297-320
Persistent link: https://www.econbiz.de/10001428812
Saved in:
7
Optimal multiple stopping of linear diffusions
Carmona, René
;
Dayanik, Savas
- In:
Mathematics of operations research
33
(
2008
)
2
,
pp. 446-460
Persistent link: https://www.econbiz.de/10003732454
Saved in:
8
Interacting particle systems for the computation of rare credit portfolio losses
Carmona, René
;
Fouque, Jean-Pierre
;
Vestal, Douglas
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 613-633
Persistent link: https://www.econbiz.de/10003899538
Saved in:
9
Local volatility dynamic models
Carmona, René
;
Nadtochiy, Sergey
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10003939465
Saved in:
10
Particle methods for the estimation of credit portfolio loss distributions
Carmona, René
;
Crépey, Stéphane
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 577-602
Persistent link: https://www.econbiz.de/10008905024
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