Dual pricing of multi-exercise options under volume constraints
| Year of publication: |
2011
|
|---|---|
| Authors: | Bender, Christian |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 15.2011, 1, p. 1-26
|
| Publisher: |
Springer |
| Subject: | Duality | Option pricing | Monte Carlo simulation | Multi-exercise options | Swing options |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925428