Swing Pricing: Theory and Evidence

10.2139/ssrn.4309220

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Bibliographic Details
Main Authors: Capponi, Agostino, Glasserman, Paul, Weber, Marko
Other Authors: MATHEMATICS
Format: Article
Published: Elsevier BV 2023
Online Access:https://scholarbank.nus.edu.sg/handle/10635/243429
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Institution: National University of Singapore