The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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1029-242X
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Anmerkungen
-
online resource.
- Erschienen in
-
The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model ; volume:2018 ; number:1 ; day:16 ; month:11 ; year:2018 ; pages:1-23 ; date:12.2018
Journal of inequalities and applications ; 2018, Heft 1 (16.11.2018), 1-23, 12.2018
- Urheber
-
Shao, Lingjie
Xiang, Kaili
Song, Yang
- Beteiligte Personen und Organisationen
-
SpringerLink (Online service)
- DOI
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10.1186/s13660-018-1908-3
- URN
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urn:nbn:de:101:1-2019010103152613570897
- Rechteinformation
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:56 MESZ
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Beteiligte
- Shao, Lingjie
- Xiang, Kaili
- Song, Yang
- SpringerLink (Online service)
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