Pages that link to "Item:Q2994840"
From MaRDI portal
The following pages link to Pricing swing options in the electricity markets under regime-switching uncertainty (Q2994840):
Displaying 13 items.
- The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model (Q824886) (← links)
- Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
- A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
- A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
- A comparison of regime-switching temperature modeling approaches for applications in weather derivatives (Q2255974) (← links)
- Valuation of swing options under a regime-switching mean-reverting model (Q2298579) (← links)
- A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924) (← links)
- Pricing and risk of swing contracts in natural gas markets (Q2418428) (← links)
- Swing options in commodity markets: a multidimensional Lévy diffusion model (Q2441571) (← links)
- Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (Q2514869) (← links)
- The concavity of the payoff function of a swing option in a binomial model (Q2786946) (← links)
- Valuation of swing options in electricity commodity markets. (Q2902537) (← links)
- RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)
