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Optimal Quantization for the P...
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Option pricing theory
Black-Scholes
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Optionspreistheorie
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energy
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optimal quantization
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stochastic control
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American options
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Applied mathematical finance
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Control and optimization
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Derivat
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Divergence form operator
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Energiemarkt
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Energy market
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Estimation theory
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Numerical methods for option pricing
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One-dimensional diffusion
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Sampling
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Schätztheorie
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Skew Brownian motion
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Stacking
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Stichprobenerhebung
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Swing option
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Swing options
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Theorie
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Theory
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modèle statistique non-paramétrique
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modélisation non-paramétrique
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non-parametric modelization
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non-parametric statistical model
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option prices
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option pricing
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prix d'options
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swing contract
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swing option
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valorisation d'options
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Bardou, Olivier
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Bouthemy, Sandrine
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Pagès, Gilles
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Applied mathematical finance
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International journal of theoretical and applied finance
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When are swing options bang-bang?
Bardou, Olivier
;
Bouthemy, Sandrine
;
Pagès, Gilles
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 867-899
Persistent link: https://www.econbiz.de/10008905111
Saved in:
2
Optimal quantization for the pricing of swing options
Bardou, Olivier
;
Bouthemy, Sandrine
;
Pagès, Gilles
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 183-217
Persistent link: https://www.econbiz.de/10003847156
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