Pages that link to "Item:Q824886"
From MaRDI portal
The following pages link to The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model (Q824886):
Displaying 3 items.
- A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
- Wavelet Collocation Methods for Viscosity Solutions to Swing Options in Natural Gas Storage (Q5257556) (← links)
- A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING: CLASSICAL SOLUTIONS (Q5283407) (← links)