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
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005023774