Optimal Quantization for the Pricing of Swing Options (Q3395726): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 11:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Quantization for the Pricing of Swing Options |
scientific article |
Statements
Optimal Quantization for the Pricing of Swing Options (English)
0 references
13 September 2009
0 references
swing options
0 references
stochastic control
0 references
optimal quantization
0 references
energy
0 references
