Publication: Forest of stochastic meshes: A new method for valuing high-dimensional swing options
All || By Area || By Year| Title | Forest of stochastic meshes: A new method for valuing high-dimensional swing options | Authors/Editors* | T. J. Marshall, R. M. Reesor |
|---|---|
| Where published* | Operations Research Letters |
| How published* | Journal |
| Year* | 2011 |
| Volume | 39 |
| Number | |
| Pages | 17-21 |
| Publisher | |
| Keywords | |
| Link | |
| Abstract |
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