Martin Dahlgren

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A continuous time model to price commodity-based swing options
Review of Derivatives Research
2006-05-02Paper
A finite element method for parabolic equations2006-03-17Paper
Optimal sale strategies in illiquid markets
Mathematical Methods of Operations Research
2005-06-16Paper
THE SWING OPTION ON THE STOCK MARKET
International Journal of Theoretical and Applied Finance
2005-05-06Paper


Research outcomes over time


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