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

By Christophe Barrera-Esteve, Florent Bergeret, Charles Dossal, Emmanuel Gobet, Asma Meziou, R´emi Munos, Damien Reboul-Salze. 2006

108 citations recorded by the source corpus.

Subfields: Finance, Ocean Engineering

View Paper: https://www.semanticscholar.org/paper/fbcdf151feadaf92f5d0d6ce403f682c56ac1cd9