Valuation of Commodity-Based Swing Options

Valuation of Commodity-Based Swing Options

Jaillet, Patrick, Ronn, Ehud I., Tompaidis, Stathis
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Volume:
50
Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.1040.0240
Date:
July, 2004
File:
PDF, 249 KB
english, 2004
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