Valuing Switching options with the moving-boundary method
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DOI: 10.1016/j.jedc.2021.104124
Abstract: Abstract Switching options can be deployed in various complex switching problems such as tolling agreements and the offshoring-backshoring problem. Closed form solutions to valuing switching options are not only hard, but also computationally intensive when… read more here.
Keywords: switching options; problem; moving boundary; valuing switching ... See more keywords