Swing Option Pricing by Optimal Exercise Boundary Estimation (Q2917444)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Swing Option Pricing by Optimal Exercise Boundary Estimation |
scientific article |
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Swing Option Pricing by Optimal Exercise Boundary Estimation (English)
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28 September 2012
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Monte Carlo
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optimal exercise boundary
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swing options
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