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Issue Date
Title
Author(s)
1
2012
Strukturaussagen für die optimalen Ausübungsstrategien bei multiplen Stoppproblemen und Swing Optionen
Bagus, Florian
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3451
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1880
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109
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61
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12
Conferences
Subject
1
Dynamic Programming
1
Erwarteter Nutzen
1
Expected utility theory
1
Markov Decision Process
1
Markov-Entscheidungsprozess
1
Optimal stopping
1
Optimales Stoppen
1
Stochastische dynamische Optimierung
1
Swing Options
Date issued
1
2012
