{"title":"Swing Options Valuation: a BSDE with Constrained Jumps Approach","authors":"Marie Bernhart, H. Pham, P. Tankov, X. Warin","doi":"10.1007/978-3-642-25746-9_12","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":197400,"journal":{"name":"arXiv: Computational Finance","volume":"49 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2011-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"18","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv: Computational Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/978-3-642-25746-9_12","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 18
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
