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

Description
Summary:	10.2139/ssrn.4309220

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