Pricing of Swing Options in a Mean Reverting Model with Jumps (Q3617306)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of Swing Options in a Mean Reverting Model with Jumps |
scientific article |
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Pricing of Swing Options in a Mean Reverting Model with Jumps (English)
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23 March 2009
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energy derivatives
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swing options
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jump diffusions
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parabolic pides
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finite differences
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