Please use this identifier to cite or link to this item:
Volltext verfügbar? / Dokumentlieferung
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 |
Files for this record:
There are no files associated with this item.
Items in SciDok are protected by copyright, with all rights reserved, unless otherwise indicated.