Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach
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Rémi Munos | Emmanuel Gobet | Charles Dossal | R. Munos | E. Gobet | C. Dossal | Christophe Barrera-Esteve | Florent Bergeret | Asma Meziou | Damien Reboul-Salze | Asma Meziou | Christophe Barrera-Esteve | Florent Bergeret | Damien Reboul-Salze
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