scholarly journals Pricing commodity swing options

2020 ◽  
Author(s):  
Roberto Daluiso ◽  
Emanuele Nastasi ◽  
Andrea Pallavicini ◽  
Giulio Sartorelli
Keyword(s):  
Swing Options

Valuation of commodity-based swing options

2010 ◽  
Vol 3 (3) ◽  
pp. 91-112 ◽  
Author(s):  
Rudiger Kiesel ◽  
Jochen Gernhard ◽  
Sven-Olaf Stoll
Keyword(s):  
Swing Options

Valuation of power swing options

2013 ◽  
Vol 6 (3) ◽  
pp. 89-110
Author(s):  
Nadi Serhan Aydın ◽  
Martin Rainer
Keyword(s):  
Swing Options ◽  
Power Swing

scholarly journals Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach

2006 ◽  
Vol 8 (4) ◽  
pp. 517-540 ◽  
Author(s):  
Christophe Barrera-Esteve ◽  
Florent Bergeret ◽  
Charles Dossal ◽  
Emmanuel Gobet ◽  
Asma Meziou ◽  
...  
Keyword(s):  
Numerical Methods ◽  
Stochastic Control ◽  
Swing Options ◽  
Control Approach

Pricing swing options with regime switching

2009 ◽  
Vol 185 (1) ◽  
pp. 139-160 ◽  
Author(s):  
M. I. M. Wahab ◽  
Chi-Guhn Lee
Keyword(s):  
Regime Switching ◽  
Swing Options
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