Swing option pricing consistent with futures smiles (Q6581586)
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scientific article; zbMATH DE number 7889696
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Swing option pricing consistent with futures smiles |
scientific article; zbMATH DE number 7889696 |
Statements
Swing option pricing consistent with futures smiles (English)
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30 July 2024
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least-square Monte Carlo
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pricing
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reinforcement learning
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swing option
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volatility smile
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