@article{BenderDokuchaev_2017, title={A FIRST-ORDER BSPDE FOR SWING OPTION PRICING: CLASSICAL SOLUTIONS}, author={Bender, Christian and Dokuchaev, Nikolai}, issn={1467-9965}, doi={http://dx.doi.org/10.22028/D291-30264}, series={3}, volume={27}, pages={902-925}, publisher={Wiley}, journal={Mathematical finance : an international journal of mathematics, statistics and financial economics}, year={2017} }