Optimal Quantization for the Pricing of Swing Options (Q3395726)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Quantization for the Pricing of Swing Options |
scientific article |
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Optimal Quantization for the Pricing of Swing Options (English)
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13 September 2009
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swing options
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stochastic control
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optimal quantization
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energy
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