Pages that link to "Item:Q3395726"
From MaRDI portal
The following pages link to Optimal Quantization for the Pricing of Swing Options (Q3395726):
Displayed 14 items.
- Multi-asset American options and parallel quantization (Q370907) (← links)
- Asymptotics of the maximal radius of an \(L^{r}\)-optimal sequence of quantizers (Q408108) (← links)
- Gas storage valuation applying numerically constructed recombining trees (Q421730) (← links)
- A dual approach to multiple exercise option problems under constraints (Q992045) (← links)
- Energy contracts management by stochastic programming techniques (Q1931657) (← links)
- WHEN ARE SWING OPTIONS BANG-BANG? (Q2786344) (← links)
- Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options (Q2917431) (← links)
- Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods (Q2917432) (← links)
- Sensitivity Analysis of Energy Contracts by Stochastic Programming Techniques (Q2917446) (← links)
- The Evaluation of Gas Swing Contracts with Regime Switching (Q2920957) (← links)
- How to speed up the quantization tree algorithm with an application to swing options (Q2994841) (← links)
- The homotopy perturbation method for the Black–Scholes equation (Q3070613) (← links)
- Optimal Quantization for the Pricing of Swing Options (Q3395726) (← links)
- Bid-Ask Spread Modelling, a Perturbation Approach (Q5746535) (← links)