Authors: Willigers. B.J.A.,Begg. S.H.,Bratvold. R.B.
Year of publication: 2011
Status:

SPE Econ & Mgmt  3 (4): 215-225. SPE-133044-PA. http://dx.doi.org/10.2118/133044-PA

Valuation of Swing Contracts by Least-Squares Monte Carlo Simulation