Hits 1-3 within 3 documents
Regression methods in pricing American and Bermudan options using consumption processes [journal article]
Source: Quantitative Finance, 9 (2009) 3. p.315-327
Double knock-out Asian barrier options which widen or contract as they approach maturity [journal article]
Source: Quantitative Finance, 9 (2009) 3. p.329-340
A Two-Factor Model for the Electricity Forward Market [journal article]
Source: Quantitative Finance, 9 (2009) 3. p.279-287