On the Optimal Exercise Boundaries of Swing Put Options (2018)

First Author: De Angelis T
Attributed to:  Optimal Prediction in Local Electricity Markets funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1287/moor.2017.0862

Publication URI: http://dx.doi.org/10.1287/moor.2017.0862

Type: Journal Article/Review

Parent Publication: Mathematics of Operations Research

Issue: 1