@article{benlatifa:hal-01248283, TITLE = {{A General Optimal Multiple Stopping Problem with an Application to Swing Options}}, AUTHOR = {Ben Latifa, Imene and Bonnans, Joseph Fr{\'e}d{\'e}ric and Mnif, Mohamed}, URL = {https://inria.hal.science/hal-01248283}, JOURNAL = {{Stochastic Analysis and Applications}}, PUBLISHER = {{Taylor \& Francis: STM, Behavioural Science and Public Health Titles}}, VOLUME = {33}, NUMBER = {4}, PAGES = {715-739}, YEAR = {2015}, MONTH = Jun, DOI = {10.1080/07362994.2015.1037592}, KEYWORDS = { Viscosity solution. ; Snell envelope ; Optimal multiple stopping ; Swing option ; Jump diffusion process}, PDF = {https://inria.hal.science/hal-01248283/file/A_general_optimal_multiple_stopping_problem_with_an_application_to_Swing_Options_final.pdf}, HAL_ID = {hal-01248283}, HAL_VERSION = {v1}, }