Valuation of Commodity-Based Swing Options (Q3114910)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of Commodity-Based Swing Options |
scientific article |
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Valuation of Commodity-Based Swing Options (English)
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19 February 2012
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energy prices
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seasonality
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one-factor model
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numerical valuations
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dynamic programming
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binomial forest
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