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The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model

Published Online: 2018-11-16

Published Print: 2018-12

Authors

Shao, Lingjie http://orcid.org/0000-0002-1358-9075
Xiang, Kaili

Song, Yang
Funding

Funding for this research was provided by:

the Fundamental Research Funds for the Central Universities (JBK1803014, JBK170940, JBK151126)
License Information

Text and Data Mining valid from 2018-11-16
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Article History

Received: 31 August 2018

Accepted: 9 November 2018

First Online: 16 November 2018

Competing interests

: The authors declare that they have no competing interests.

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