Swing Option Pricing

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Swing option pricing is one of the most complicated option pricing algorithm. Here my method is based on Jump-discussion with trionomial forest. The reference paper is: "Valuation of Commodity-Based Swing Options". Author: Patrick Jaillet, Ehud I.Ronn, Stathis Tompaidis.

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关键词：Pricing Option Pricin Swing Wing Pricing Option Swing