The following pages link to (Q4810486):
Displaying 16 items.
- Forest of stochastic meshes: a new method for valuing high-dimensional swing options (Q631202) (← links)
- Static-arbitrage optimal subreplicating strategies for basket options (Q817290) (← links)
- Numerical methods for the pricing of swing options: a stochastic control approach (Q861551) (← links)
- An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128) (← links)
- Valuation of electricity swing options by multistage stochastic programming (Q1023350) (← links)
- Electricity swing options: behavioral models and pricing (Q1042024) (← links)
- A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
- Discrete time modeling of mean-reverting stochastic processes for real option valuation (Q2384621) (← links)
- Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (Q2514869) (← links)
- Static-arbitrage upper bounds for the prices of basket options (Q3375374) (← links)
- Evaluation of gas sales agreements with indexation using tree and least-squares Monte Carlo methods on graphics processing units (Q4991090) (← links)
- SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION (Q5210912) (← links)
- On the Structure of a Swing Contract's Optimal Value and Optimal Strategy (Q5459904) (← links)
- Distributed energy resources flexibility as volumetric options on electricity (Q6187722) (← links)
- Swing option pricing consistent with futures smiles (Q6581586) (← links)
- Swing contract pricing: with and without neural networks (Q6581630) (← links)
