Pricing Asset Scheduling Flexibility using Optimal Switching
| Year of publication: |
2008
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|---|---|
| Authors: | Carmona, Rene ; Ludkovski, Michael |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 15.2008, 5, p. 405-448
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