Search Results - "Backward SPDE"

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  1. 1
    A first-order BSPDE for swing option pricing

    A first-order BSPDE for swing option pricing by Bender, C., Dokuchaev, Nikolai

    Published 2014
    Subjects: “…Backward SPDE…”
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  2. 2
    A First-Order BSPDE for Swing Option Pricing: Classical Solutions

    A First-Order BSPDE for Swing Option Pricing: Classical Solutions by Bender, C., Dokuchaev, Nikolai

    Published 2017
    Subjects: Get full text

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