On the Structure of a Swing Contract's Optimal Value and Optimal Strategy (Q5459904)
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scientific article; zbMATH DE number 5270287
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the Structure of a Swing Contract's Optimal Value and Optimal Strategy |
scientific article; zbMATH DE number 5270287 |
Statements
On the Structure of a Swing Contract's Optimal Value and Optimal Strategy (English)
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30 April 2008
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swing contract
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American call option
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optimal strategy
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supermodular
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submodular
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0.8610318899154663
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0.8393476009368896
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0.8322030305862427
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0.8314775228500366
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0.8306983113288879
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