Pricing of Swing Options in a Mean Reverting Model with Jumps
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Publication:3617306
DOI10.1080/13504860802170556zbMath1156.91377OpenAlexW2002379239MaRDI QIDQ3617306
Publication date: 23 March 2009
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/13504860802170556
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