Pages that link to "Item:Q2917444"
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The following pages link to Swing Option Pricing by Optimal Exercise Boundary Estimation (Q2917444):
Displaying 4 items.
- Forest of stochastic meshes: a new method for valuing high-dimensional swing options (Q631202) (← links)
- A dual approach to multiple exercise option problems under constraints (Q992045) (← links)
- A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING: CLASSICAL SOLUTIONS (Q5283407) (← links)
- A multilevel Monte Carlo method for the valuation of swing options (Q6483786) (← links)