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Valuation of Commodity-Based Swing Options.

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Title: Valuation of Commodity-Based Swing Options.
Authors: Jaillet, Patrick1 jaillet@mit.edu, Ronn, Ehud I.2 eronn@mail.utexas.edu, Tompaidis, Stathis3 stathis.tompaidis@mccombs.utexas.edu
Source: Management Science (INFORMS). Jul2004, Vol. 50 Issue 7, p909-921. 13p. 5 Diagrams, 2 Charts, 2 Graphs.
Database: Business Source Ultimate
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PubType: Academic Journal
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        Value: 10.1287/mnsc.1040.0240
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      – Code: eng
        Text: English
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        StartPage: 909
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      – TitleFull: Valuation of Commodity-Based Swing Options.
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              Text: Jul2004
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              Y: 2004
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