Pages that link to "Item:Q2441571"

The following pages link to Swing options in commodity markets: a multidimensional Lévy diffusion model (Q2441571):

Displaying 3 items.

• SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION (Q5210912) (← links)
• A review of the operations literature on real options in energy (Q6112582) (← links)
• Swing option pricing consistent with futures smiles (Q6581586) (← links)