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1. Swing contract pricing: with and without Neural Networks. (2024). Lemaire, Vincent ; Pages, Gilles ; Yeo, Christian.
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2. Machine learning methods for American-style path-dependent contracts. (2023). Pallavicini, Andrea ; Gambara, Matteo ; Livieri, Giulia.
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3. Using the binomial model for the valuation of real options in computing optimal subsidies for Chinese renewable energy investments. (2020). Liu, Xiaoran ; Ronn, Ehud I.
   In: Energy Economics.
   RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300311.

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4. Fast Lower and Upper Estimates for the Price of Constrained Multiple Exercise American Options by Single Pass Lookahead Search and Nearest-Neighbor Martingale. (2020). Gaillardetz, Patrice ; Essis-Breton, Nicolas.
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5. Pricing commodity swing options. (2020). Pallavicini, Andrea ; Daluiso, Roberto ; Sartorelli, Giulio ; Nastasi, Emanuele.
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   RePEc:arx:papers:2001.08906.

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6. Valuation and pricing of electricity delivery contracts: the producer’s view. (2019). Kovacevic, Raimund.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:275:y:2019:i:2:d:10.1007_s10479-018-3010-0.

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7. Pricing and risk of swing contracts in natural gas markets. (2019). Muhlichen, Hermann ; Kohrs, Hendrik ; Schuhmacher, Frank ; Auer, Benjamin R.
   In: Review of Derivatives Research.
   RePEc:kap:revdev:v:22:y:2019:i:1:d:10.1007_s11147-018-9146-x.

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8. Analysis of a multiple year gas sales agreement with make-up, carry-forward and indexation. (2019). Dong, Wenfeng ; Kang, Boda.
   In: Energy Economics.
   RePEc:eee:eneeco:v:79:y:2019:i:c:p:76-96.

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9. 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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10. Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches. (2014). Kovacevic, Raimund ; Pflug, Georg Ch., .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:237:y:2014:i:2:p:389-403.

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11. 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.
    RePEc:dau:papers:123456789/11439.

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12. Real Asset Valuation under Imperfect Competition: Can We Forget About Market Fundamentals?. (2013). CHATON, Corinne ; Durand-Viel, Laure.
    In: Journal of Economics & Management Strategy.
    RePEc:bla:jemstr:v:22:y:2013:i:1:p:125-139.

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13. Optimal multiple stopping with random waiting times. (2012). Jurgens, Stephan ; Christensen, Soren ; Irle, Albrecht.
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14. Pricing swing options with regime switching. (2011). Wahab, M ; Lee, Chi-Guhn.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:185:y:2011:i:1:p:139-160:10.1007/s10479-009-0599-z.

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15. Valuing Income-Contingent Loans as Path-Dependent Options. (2011). Kim, Jin-Yeong.
    In: Korean Economic Review.
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16. Financial and operational decisions in the electricity sector: Contract portfolio optimization with the conditional value-at-risk criterion. (2011). Yau, Sheena ; Rogers, Scott J. ; Kwon, Roy H. ; Wu, Desheng.
    In: International Journal of Production Economics.
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17. Electricity swing options: Behavioral models and pricing. (2009). Broussev, Nikola ; Pflug, Georg C..
    In: European Journal of Operational Research.
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18. Hydropower with Financial Information. (2008). Keppo, J. ; Nasakkala, E..
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19. Méthodes numériques pour la valorisation doptions swings et autres problèmes sur les matières premières. (2008). Kourouvakalis, Stylianos .
    In: Economics Thesis from University Paris Dauphine.
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20. Real R&D options with time-to-learn and learning-by-doing. (2007). Martzoukos, Spiros ; Koussis, Nicos ; Trigeorgis, Lenos.
    In: Annals of Operations Research.
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21. Optimal quantization for the pricing of swing options. (2007). Bouthemy, Sandrine ; Bardou, Olivier Aj ; Pages, Gilles.
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    RePEc:arx:papers:0705.2110.

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22. Hedging quantity risks with standard power options in a competitive wholesale electricity market. (2006). Oum, Yumi ; Oren, Shmuel ; Deng, Shijie.
    In: Naval Research Logistics (NRL).
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23. Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach. (2006). Gobet, Emmanuel ; Reboul-Salze, Damien ; Barrera-Esteve, Christophe ; Dossal, Charles ; Meziou, Asma ; Munos, Remi ; Bergeret, Florent.
    In: Methodology and Computing in Applied Probability.
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24. Electricity derivatives and risk management. (2006). Oren, S. S. ; Deng, S. J..
    In: Energy.
    RePEc:eee:energy:v:31:y:2006:i:6:p:940-953.

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25. A Continuous Time Model to Price Commodity-Based Swing Options. (2005). Dahlgren, M..
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:8:y:2005:i:1:p:27-47.

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26. Pricing Path-Dependent Securities by the Extended Tree Method. (2004). Kishimoto, Naoki.
    In: Management Science.
    RePEc:inm:ormnsc:v:50:y:2004:i:9:p:1235-1248.

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27. Valuation of Commodity-Based Swing Options. (2004). Tompaidis, Stathis ; Jaillet, Patrick ; Ronn, Ehud I..
    In: Management Science.
    RePEc:inm:ormnsc:v:50:y:2004:i:7:p:909-921.

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28. Exotic Options for Interruptible Electricity Supply Contracts. (2002). Oren, Shmuel S ; Kamat, Rajnish .
    In: Operations Research.
    RePEc:inm:oropre:v:50:y:2002:i:5:p:835-850.

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