Valuation of Commodity-Based Swing Options

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Publication:3114910

DOI10.1287/mnsc.1040.0240zbMath1232.90340OpenAlexW2111473977MaRDI QIDQ3114910

Ehud I. Ronn, Patrick Jaillet, Stathis Tompaidis

Publication date: 19 February 2012

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.1040.0240



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