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1. Representation Results and Error Estimates for Differential Games with Applications Using Neural Networks. (2025). Warin, Xavier ; Bokanowski, Olivier.
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2. Neural networks for first order HJB equations and application to front propagation with obstacle terms. (2023). Warin, Xavier ; Bokanowski, Olivier ; Prost, Averil.
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3. A deep learning model for gas storage optimization. (2021). Krabichler, Thomas ; Curin, Nicolas ; Kettler, Michael ; Teichmann, Josef ; Wutte, Hanna ; Kleisinger-Yu, XI ; Komaric, Vlatka.
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4. Deep combinatorial optimisation for optimal stopping time problems : application to swing options pricing. (2021). Deschatre, Thomas ; Mikael, Joseph.
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5. Volatility Uncertainty Quantification in a Stochastic Control Problem Applied to Energy. (2020). Printems, Jacques ; Bernal, Francisco ; Gobet, Emmanuel.
   In: Methodology and Computing in Applied Probability.
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6. On conditional cuts for stochastic dual dynamic programming. (2020). Warin, X ; Ackooij, W.
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7. Forest of Stochastic Trees: A Method for Valuing Multiple Exercise Options. (2020). Reesor, Mark R ; Marshall, James T.
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8. Pricing commodity swing options. (2020). Pallavicini, Andrea ; Daluiso, Roberto ; Sartorelli, Giulio ; Nastasi, Emanuele.
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9. SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION. (2019). Deng, Shi-Jie ; Kirkby, Lars J.
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10. Pricing and risk of swing contracts in natural gas markets. (2019). Muhlichen, Hermann ; Kohrs, Hendrik ; Schuhmacher, Frank ; Auer, Benjamin R.
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11. Analysis of a multiple year gas sales agreement with make-up, carry-forward and indexation. (2019). Dong, Wenfeng ; Kang, Boda.
    In: Energy Economics.
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12. A Backward Simulation Method for Stochastic Optimal Control Problems. (2019). Shen, Zhiyi ; Weng, Chengguo.
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13. On the Optimal Exercise Boundaries of Swing Put Options. (2018). Kitapbayev, Yerkin ; de Angelis, Tiziano.
    In: Mathematics of Operations Research.
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14. On the optimal exercise boundaries of swing put options. (2017). Kitapbayev, Yerkin ; de Angelis, Tiziano.
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15. THE EVALUATION OF MULTIPLE YEAR GAS SALES AGREEMENT WITH REGIME SWITCHING. (2016). Clewlow, Les ; Chiarella, Carl ; Kang, Boda.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
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16. Real Options and Merchant Operations of Energy and Other Commodities. (2014). Secomandi, Nicola ; Seppi, Duane J..
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17. Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches. (2014). Kovacevic, Raimund ; Pflug, Georg Ch., .
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18. Efficient pricing of swing options in L�vy-driven models. (2013). Kudryavtsev, Oleg ; Zanette, Antonino.
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19. Modeling and valuing make-up clauses in gas swing contracts. (2013). Vargiolu, Tiziano ; Fiorenzani, Stefano ; Ravelli, Samuele ; Edoli, Enrico.
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20. Real Asset Valuation under Imperfect Competition: Can We Forget About Market Fundamentals?. (2013). Durand-Viel, Laure ; Chaton, Corinne.
    In: Economics Papers from University Paris Dauphine.
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21. Preliminary control variates to improve empirical regression methods. (2013). Emmanuel, Gobet ; Tarik, Ben Zineb .
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22. Real Asset Valuation under Imperfect Competition: Can We Forget About Market Fundamentals?. (2013). CHATON, Corinne ; Durand-Viel, Laure.
    In: Journal of Economics & Management Strategy.
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23. Optimal exercise of swing contracts in energy markets: an integral constrained stochastic optimal control problem. (2013). Vargiolu, Tiziano ; Basei, M. ; Cesaroni, A..
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24. A First-Order BSPDE for Swing Option Pricing. (2013). Dokuchaev, Nikolai ; Bender, Christian.
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25. Gas storage valuation applying numerically constructed recombining trees. (2012). Weber, Christoph ; Felix, Bastian Joachim .
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26. The Evaluation of Multiple Year Gas Sales Agreement with Regime Switching. (2011). Clewlow, Les ; Kang, Boda.
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27. Optimal Oil Extraction as a Multiple Real Option. (2011). Espinoza, Raphael ; Aleksandrov, Nikolay.
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28. A dual approach to multiple exercise option problems under constraints. (2010). Aleksandrov, N. ; Hambly, B..
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29. An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation. (2010). Secomandi, Nicola ; Lai, Guoming ; Margot, Franois .
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30. Méthodes numériques pour la valorisation doptions swings et autres problèmes sur les matières premières. (2008). Kourouvakalis, Stylianos .
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31. Optimal quantization for the pricing of swing options. (2007). Bouthemy, Sandrine ; Bardou, Olivier Aj ; Pages, Gilles.
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