Author: Hartl R.F. Novak A.J. Rao A.G. Sethi S.P.
Publisher: Springer Publishing Company
ISSN: 0022-3239
Source: Journal of Optimization Theory and Applications, Vol.117, Iss.2, 2003-05, pp. : 349-375
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Optimal Quantization for the Pricing of Swing Options
By Bardou Olivier Bouthemy Sandrine Pages Gilles
Applied Mathematical Finance, Vol. 16, Iss. 2, 2009-01 ,pp. :
Pricing Asset Scheduling Flexibility using Optimal Switching
By Carmona Rene Ludkovski Michael
Applied Mathematical Finance, Vol. 15, Iss. 5-6, 2008-01 ,pp. :