"Numerical methods for solving PIDEs arising in swing option pricing under ..."

Mustapha Regragui et al. (2025)

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DOI: 10.48550/ARXIV.2511.01587

access: open

type: Informal or Other Publication

metadata version: 2025-11-20

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  - journals/corr/abs-2511-01587
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  - https://dblp.org/rec/journals/corr/abs-2511-01587
Mustapha Regragui, Karel J. in 't Hout, Michèle Vanmaele, Fred Espen Benth:
Numerical methods for solving PIDEs arising in swing option pricing under a two-factor mean-reverting model with jumps. CoRR abs/2511.01587 (2025)

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