Patrick Jaillet, Ehud I. Ronn, Stathis Tompaidis. Valuation of Commodity-Based Swing Options. Management Science, 50(7):909-921, 2004. [doi]
@article{JailletRT04,
title = {Valuation of Commodity-Based Swing Options},
author = {Patrick Jaillet and Ehud I. Ronn and Stathis Tompaidis},
year = {2004},
doi = {10.1287/mnsc.1040.0240},
url = {http://dx.doi.org/10.1287/mnsc.1040.0240},
tags = {rule-based},
researchr = {https://researchr.org/publication/JailletRT04},
cites = {0},
citedby = {0},
journal = {Management Science},
volume = {50},
number = {7},
pages = {909-921},
}