Swing option pricing consistent with futures smiles (Q6581586)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Swing option pricing consistent with futures smiles |
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)
0 references
30 July 2024
0 references
least-square Monte Carlo
0 references
pricing
0 references
reinforcement learning
0 references
swing option
0 references
volatility smile
0 references
0 references
