Swing Option Pricing by Optimal Exercise Boundary Estimation (Q2917444)

From MaRDI portal
Revision as of 10:02, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Swing Option Pricing by Optimal Exercise Boundary Estimation
scientific article

    Statements

    title
    Swing Option Pricing by Optimal Exercise Boundary Estimation (English)
    0 references
    author
    François Turboult
    0 references
    Yassine Youlal
    0 references
    publication date
    28 September 2012
    0 references
    zbMATH Keywords
    Monte Carlo
    0 references
    optimal exercise boundary
    0 references
    swing options
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G60
    0 references
    65C05
    0 references
    91G20
    0 references
    91G99
    0 references
    zbMATH DE Number
    6088208
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2917444&oldid=27350844"
    Powered by MediaWiki