Swing Option Pricing by Optimal Exercise Boundary Estimation (Q2917444)

From MaRDI portal
Revision as of 18:15, 5 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    OpenAlex ID
    W118738001
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2917444&oldid=35300898"
    Powered by MediaWiki