On the Optimal Exercise Boundaries of Swing Put Options

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Publication:5219294

DOI10.1287/moor.2017.0862zbMath1434.60119arXiv1407.6860OpenAlexW1488326122WikidataQ59885951 ScholiaQ59885951MaRDI QIDQ5219294

Tiziano De Angelis, Yerkin Kitapbayev

Publication date: 11 March 2020

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.6860




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