Work

Finite element valuation of swing options

Year: 2008

Type: article

Source: The Journal of Computational Finance

DOI: 10.21314/jcf.2008.191

Authors: Martina Wilhelm, Christoph Winter

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2471248237

FWCI: 3.495

Cites:

Cited by: 32

Related to: 10