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
id sg-nus-scholar.10635-243429
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spelling sg-nus-scholar.10635-2434292024-04-17T03:01:01Z Swing Pricing: Theory and Evidence Capponi, Agostino Glasserman, Paul Weber, Marko MATHEMATICS 10.2139/ssrn.4309220 SSRN Electronic Journal 2023-07-25T07:02:10Z 2023-07-25T07:02:10Z 2023 2023-07-25T06:37:19Z Article Capponi, Agostino, Glasserman, Paul, Weber, Marko (2023). Swing Pricing: Theory and Evidence. SSRN Electronic Journal. ScholarBank@NUS Repository. https://doi.org/10.2139/ssrn.4309220 1556-5068 https://scholarbank.nus.edu.sg/handle/10635/243429 Elsevier BV Elements
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description 10.2139/ssrn.4309220
author2 MATHEMATICS
author_facet MATHEMATICS
Capponi, Agostino
Glasserman, Paul
Weber, Marko
format Article
author Capponi, Agostino
Glasserman, Paul
Weber, Marko
spellingShingle Capponi, Agostino
Glasserman, Paul
Weber, Marko
Swing Pricing: Theory and Evidence
author_sort Capponi, Agostino
title Swing Pricing: Theory and Evidence
title_short Swing Pricing: Theory and Evidence
title_full Swing Pricing: Theory and Evidence
title_fullStr Swing Pricing: Theory and Evidence
title_full_unstemmed Swing Pricing: Theory and Evidence
title_sort swing pricing: theory and evidence
publisher Elsevier BV
publishDate 2023
url https://scholarbank.nus.edu.sg/handle/10635/243429
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