A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING (Q5739185): Difference between revisions
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Latest revision as of 17:24, 30 December 2024
scientific article; zbMATH DE number 6603656
Language | Label | Description | Also known as |
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English | A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING |
scientific article; zbMATH DE number 6603656 |
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A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING (English)
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15 July 2016
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swing options
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stochastic optimal control
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backward stochastic partial differential equations
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