Pricing of swing options in a mean-reverting model with jumps Mats Kjaer Quantitative Analytics, Barclays Capital - Swing - Document - PDFSEARCH.IO

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	Pricing of swing options in a mean-reverting model with jumps Mats Kjaer Quantitative Analytics, Barclays Capital Add to Reading List Document Date: 2007-03-27 13:47:01 Open Document File Size: 181,34 KB Share Result on Facebook

Pricing of swing options in a mean-reverting model with jumps Mats Kjaer Quantitative Analytics, Barclays Capital Add to Reading List