Please use this identifier to cite or link to this item: doi:10.22028/D291-30264
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Title: A FIRST-ORDER BSPDE FOR SWING OPTION PRICING: CLASSICAL SOLUTIONS
Author(s): Bender, Christian
Dokuchaev, Nikolai
Language: English
Title: Mathematical finance : an international journal of mathematics, statistics and financial economics
Volume: 27
Issue: 3
Startpage: 902
Endpage: 925
Publisher/Platform: Wiley-Blackwell
Year of Publication: 2017
Publikation type: Journal Article
DOI of the first publication: 10.1111/mafi.12096
URL of the first publication: https://onlinelibrary.wiley.com/doi/full/10.1111/mafi.12096
Link to this record: hdl:20.500.11880/28701
http://dx.doi.org/10.22028/D291-30264
ISSN: 1467-9965
0960-1627
Date of registration: 17-Feb-2020
Third-party funds sponsorship: ATN‐DAAD Australia Germany Joint Research Cooperation Scheme
Faculty: MI - Fakultät für Mathematik und Informatik
Department: MI - Mathematik
Professorship: MI - Prof. Dr. Christian Bender
Collections:UniBib – Die Universitätsbibliographie

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