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"A dual approach to multiple exercise option problems under constraints."

Nikolay Aleksandrov, Ben M. Hambly (2010)

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DOI: 10.1007/S00186-010-0310-9

access: closed

type: Journal Article

metadata version: 2023-05-22

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  - https://dblp.org/rec/journals/mmor/AleksandrovH10
Nikolay Aleksandrov, Ben M. Hambly:
A dual approach to multiple exercise option problems under constraints. Math. Methods Oper. Res. 71(3): 503-533 (2010)

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