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~isPartOf:"Economics of innovation and new technology"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Bender, Christian"
~subject:"Optionspreistheorie"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Optionspreistheorie
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Bender, Christian
Dokučaev, Nikolaj G.
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Economics of innovation and new technology
Mathematical finance : an international journal of mathematics, statistics and financial theory
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A first-order BSPDE for swing option pricing
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 461-491
Persistent link: https://www.econbiz.de/10011583530
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A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 902-925
Persistent link: https://www.econbiz.de/10011764986
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