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Charles Dossal · Study

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Charles Dossal

1 works· latest 2006· 1 institutionscluster: provisional

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Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach2006 · 92 citations

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Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach

Methodology And Computing In Applied Probability·2006·7 authors·Open access

92citations