The concavity of the payoff function of a swing option in a binomial model (Q2786946)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The concavity of the payoff function of a swing option in a binomial model |
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The concavity of the payoff function of a swing option in a binomial model (English)
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24 February 2016
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swing option
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binomial model
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tree method
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bang-bang control
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energy derivatives
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