The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model (Q824886)

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The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model
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    The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model (English)
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    15 December 2021
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    swing options
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    regime-switching
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    mean-reverting
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    variational inequalities
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    viscosity solutions
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