4. Mathematics
  5. Probability

Sandrine Bouthemy

Mathematics – Probability

Scientist

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Scientist

GDF-RDD

Optimal quantization for the pricing of swing options

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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When are Swing options bang-bang and how to use it

Mathematics – Probability
Scientific paper

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Profile ID: LFWR-SCP-P-350753

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