摘要翻译：
本文利用最优量化方法，研究了摆动期权定价的一种数值算法。详细描述了数值过程，并提供了大量仿真来证明其有效性。特别地，我们与Longstaff-Schwartz算法进行了比较。
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英文标题：
《Optimal quantization for the pricing of swing options》
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作者：
Olivier Aj Bardou (GDF-RDD), Sandrine Bouthemy (GDF-RDD), Gilles
  Pag\`es (PMA)
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最新提交年份：
2007
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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英文摘要：
  In this paper, we investigate a numerical algorithm for the pricing of swing options, relying on the so-called optimal quantization method. The numerical procedure is described in details and numerous simulations are provided to assert its efficiency. In particular, we carry out a comparison with the Longstaff-Schwartz algorithm.
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PDF链接：
https://arxiv.org/pdf/0705.2110