Pages that link to "Item:Q4675835"
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The following pages link to THE SWING OPTION ON THE STOCK MARKET (Q4675835):
Displaying 6 items.
- Forest of stochastic meshes: a new method for valuing high-dimensional swing options (Q631202) (← links)
- Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661) (← links)
- The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model (Q824886) (← links)
- Valuation of swing options under a regime-switching mean-reverting model (Q2298579) (← links)
- A continuous time model to price commodity-based swing options (Q2490450) (← links)
- A General Optimal Multiple Stopping Problem with an Application to Swing Options (Q3448337) (← links)
