%0 Journal Article %1 journals/eor/ShenHM24 %A Shen, Jinye %A Huang, Weizhang %A Ma, Jingtang %D 2024 %J Eur. J. Oper. Res. %K dblp %N 1 %P 19-35 %T An efficient and provable sequential quadratic programming method for American and swing option pricing. %U http://dblp.uni-trier.de/db/journals/eor/eor316.html#ShenHM24 %V 316

@article{journals/eor/ShenHM24, added-at = {2024-12-09T00:00:00.000+0100}, author = {Shen, Jinye and Huang, Weizhang and Ma, Jingtang}, biburl = {https://www.bibsonomy.org/bibtex/22ff2288927a29eb746a6dd857a0fe1c6/dblp}, ee = {https://doi.org/10.1016/j.ejor.2023.11.012}, interhash = {97743c1b13d7af5dbe66f3bc86d3ac5b}, intrahash = {2ff2288927a29eb746a6dd857a0fe1c6}, journal = {Eur. J. Oper. Res.}, keywords = {dblp}, number = 1, pages = {19-35}, timestamp = {2024-12-16T07:06:18.000+0100}, title = {An efficient and provable sequential quadratic programming method for American and swing option pricing.}, url = {http://dblp.uni-trier.de/db/journals/eor/eor316.html#ShenHM24}, volume = 316, year = 2024 }