Swing Options Valuation: A BSDE with Constrained Jumps Approach (Q2917441)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Swing Options Valuation: A BSDE with Constrained Jumps Approach |
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Swing Options Valuation: A BSDE with Constrained Jumps Approach (English)
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28 September 2012
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backward stochastic differential equations with constrained jumps
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impulse control problems
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Monte Carlo methods
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swing options
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