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Valuation of Commodity-Based Swing Options.

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Bibliographic Details
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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