"Convex Ordering for Stochastic Control: The (Path Dependent) Swing ..."

Gilles Pagès, Christian Yeo (2025)

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DOI: 10.1137/24M1669293

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type: Journal Article

metadata version: 2025-11-06

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Gilles Pagès, Christian Yeo:
Convex Ordering for Stochastic Control: The (Path Dependent) Swing Contracts Case. SIAM J. Financial Math. 16(4): 1205-1238 (2025)

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