Efficient pricing of swing options in Lévy-driven models
type: Dataset
description: International audience
landing page: 1469-7688
keyword: american-options
keyword: energy-derivatives
keyword: finite-difference-methods
keyword: infoeu-reposemanticsarticle
keyword: journal-articles
keyword: mathmath-prmathematics-mathprobability-mathpr
keyword: numerical-methods-for-option-pricing
keyword: option-pricing
keyword: swing-options
keyword: wiener-hopf-factorization
issued: 2026-05-07T18:59:04.721696
modified: 2026-05-07T18:59:04.721701
language: en
contact point: Organization
  fn: CCSD

test_moissonnage_selune
type: Agent

Efficient pricing of swing options in Lévy-driven models
type: Distribution
format: HTML
access URL: https://hal.science/hal-00918582
issued: 2026-05-07T18:59:04.729096
modified: 2026-05-07T18:59:04.710664