Pages that link to "Item:Q3105724"
From MaRDI portal
The following pages link to PRICING SWING OPTIONS WITH TYPICAL CONSTRAINTS (Q3105724):
Displaying 5 items.
- When are swing options bang-bang? (Q2786344) (← links)
- The concavity of the payoff function of a swing option in a binomial model (Q2786946) (← links)
- Swing Option Pricing by Optimal Exercise Boundary Estimation (Q2917444) (← links)
- Valuation of Commodity-Based Swing Options (Q3114910) (← links)
- SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION (Q5210912) (← links)