1
题目:Pricing of Swing Options in a Mean Reverting Model with Jumps
Author: Mats Kjaer
Published in: Applied Mathematical Finance, Volume
15, Issue
5 & 6 2008 , pages 479 - 502
link:
http://www.informaworld.com/smpp/ftinterface~content=a795047294~fulltext=713240930
2
On a semi-spectral method for pricing an option on a mean-reverting asset
Authors: Bos, L1; Ware, A1; Pavlov, B2
Source: Quantitative Finance, Volume 2, Number 5, October 2002, pp. 337-345(9)
Publisher: Routledge, part of the Taylor & Francis Group