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doi:10.22028/D291-30264
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 |
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: | SciDok - Der Wissenschaftsserver der Universität des Saarlandes |
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