Swing Pricing: Theory and Evidence
10.2139/ssrn.4309220
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Main Authors: | Capponi, Agostino, Glasserman, Paul, Weber, Marko |
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Other Authors: | MATHEMATICS |
Format: | Article |
Published: |
Elsevier BV
2023
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Online Access: | https://scholarbank.nus.edu.sg/handle/10635/243429 |
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Institution: | National University of Singapore |
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