Pages that link to "Item:Q2441571"
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The following pages link to Swing options in commodity markets: a multidimensional Lévy diffusion model (Q2441571):
Displaying 7 items.
- The sensitivity of commodity markets to exchange operations such as swing (Q825234) (← links)
- Pricing and risk of swing contracts in natural gas markets (Q2418428) (← links)
- A continuous time model to price commodity-based swing options (Q2490450) (← links)
- Valuation of Commodity-Based Swing Options (Q3114910) (← links)
- SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION (Q5210912) (← links)
- A review of the operations literature on real options in energy (Q6112582) (← links)
- Swing option pricing consistent with futures smiles (Q6581586) (← links)