A Continuous Time Model to Price Commodity-Based Swing Options
| Year of publication: |
2005
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|---|---|
| Authors: | Dahlgren, M. |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 8.2005, 1, p. 27-48
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