Pages that link to "Item:Q861551"
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The following pages link to Numerical methods for the pricing of swing options: a stochastic control approach (Q861551):
Displayed 11 items.
- Gas storage valuation applying numerically constructed recombining trees (Q421730) (← links)
- Forest of stochastic meshes: a new method for valuing high-dimensional swing options (Q631202) (← links)
- A dual approach to multiple exercise option problems under constraints (Q992045) (← links)
- WHEN ARE SWING OPTIONS BANG-BANG? (Q2786344) (← links)
- HEDGING SWING OPTIONS (Q3005962) (← links)
- Optimal Quantization for the Pricing of Swing Options (Q3395726) (← links)
- Valuation of energy storage: an optimal switching approach (Q3564806) (← links)
- Galerkin methods in dynamic stochastic programming (Q3577835) (← links)
- Pricing of Swing Options in a Mean Reverting Model with Jumps (Q3617306) (← links)
- Natural gas storage valuation and optimization: A real options application (Q3621931) (← links)
- Implications of a regime-switching model on natural gas storage valuation and optimal operation (Q5190131) (← links)