Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach

Author： Barrera-Esteve Christophe   Bergeret Florent   Dossal Charles   Gobet Emmanuel   Meziou Asma   Munos Rémi   Reboul-Salze Damien  

Publisher： Springer Publishing Company

ISSN： 1387-5841

Source： Methodology And Computing In Applied Probability, Vol.8, Iss.4, 2006-12, pp. : 517-540

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