A dual approach to multiple exercise option problems under constraints (Q992045): Difference between revisions

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+https://doi.org/10.1007/s00186-010-0310-9
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+W2045205720
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+Optimal Quantization for the Pricing of Swing Options
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+WHEN ARE SWING OPTIONS BANG-BANG?
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+Numerical methods for the pricing of swing options: a stochastic control approach
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+OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
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+Q4433608
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+Valuation of Commodity-Based Swing Options
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+MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS
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+Monte Carlo valuation of American options
@@ Property / cites work: Monte Carlo valuation of American options / rank @@
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