Pricing of swing options in a mean reverting model with jumps
Year of publication: |
2008
|
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Authors: | Kjaer, Mats |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 15.2008, 5/6, p. 479-502
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Volatilität | Volatility | Mean Reversion | Mean reversion |
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