Bayesian real swing option on the geometric random walk

Katsunori Ano

Research output: Contribution to journalArticle

Original languageEnglish
Journal3rd meeting of the EURO Working Group on Stochastic Modelling, Greece
Publication statusPublished - 2010 Jun 1

Cite this

Bayesian real swing option on the geometric random walk. / Ano, Katsunori.

In: 3rd meeting of the EURO Working Group on Stochastic Modelling, Greece, 01.06.2010.

Research output: Contribution to journalArticle

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