A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING (Q5739185): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1413316 |
Changed an Item |
||
| Property / author | |||
| Property / author: Nikolai G. Dokuchaev / rank | |||
Normal rank | |||
Revision as of 16:31, 28 February 2024
scientific article; zbMATH DE number 6603656
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING |
scientific article; zbMATH DE number 6603656 |
Statements
A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING (English)
0 references
15 July 2016
0 references
swing options
0 references
stochastic optimal control
0 references
backward stochastic partial differential equations
0 references
