Optimal Quantization for the Pricing of Swing Options
| Year of publication: |
2009
|
|---|---|
| Authors: | Bardou, Olivier ; Bouthemy, Sandrine ; Pages, Gilles |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 16.2009, 2, p. 183
|