Efficient pricing of swing options in Lévy-driven models
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 1469-7688 |
| Author | Kudryavtsev, Oleg, Zanette, Antonino |
| Maintainer | CCSD |
| Last Updated | May 7, 2026, 18:59 (UTC) |
| Created | May 7, 2026, 18:59 (UTC) |
| Identifier | hal-00918582 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Mathematical Risk handling (MATHRISK) ; Inria Paris-Rocquencourt ; Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Université Paris-Est Marne-la-Vallée (UPEM)-École nationale des ponts et chaussées (ENPC) |
| creator | Kudryavtsev, Oleg |
| date | 2013-04-23T00:00:00 |
| harvest_object_id | 752da0aa-3cc4-49e6-b40d-cdb8125f7d9d |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-10-01T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/doi/10.1080/14697688.2012.717708 |
| set_spec | type:ART |