"On the Optimal Exercise Boundaries of Swing Put Options."

Tiziano De Angelis, Yerkin Kitapbayev (2018)

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DOI: 10.1287/MOOR.2017.0862

access: closed

type: Journal Article

metadata version: 2020-10-26

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Tiziano De Angelis, Yerkin Kitapbayev:
On the Optimal Exercise Boundaries of Swing Put Options. Math. Oper. Res. 43(1): 252-274 (2018)

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