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2. Estimation of the number of factors in a multi-factorial Heath-Jarrow-Morton model in electricity markets. (2020). Gruet, Pierre ; Feron, Olivier.
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3. 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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4. SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION. (2019). Deng, Shi-Jie ; Kirkby, Lars J.
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5. Pricing and risk of swing contracts in natural gas markets. (2019). Muhlichen, Hermann ; Kohrs, Hendrik ; Schuhmacher, Frank ; Auer, Benjamin R.
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6. Swing options in commodity markets: a multidimensional Lévy diffusion model. (2014). Lempa, Jukka ; Nilssen, Trygve ; Eriksson, Marcus.
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7. Swing options in commodity markets: A multidimensional L\evy diffusion model. (2013). Lempa, Jukka ; Nilssen, Trygve Kastberg ; Eriksson, Marcus.
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1. Dynamic Programming for Designing and Valuing Two-Dimensional Financial Derivatives. (2024). Rmillard, Bruno ; Chrif, Rim ; Ben-Ameur, Hatem ; Ben-Abdellatif, Malek.
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2. Optimal investment-disinvestment choices in health-dependent variable annuity. (2024). Singh, Shakti ; D'Amico, Guglielmo ; Selvamuthu, Dharmaraja.
   In: Insurance: Mathematics and Economics.
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3. Optimal harvest decisions for the management of carbon sequestration forests under price uncertainty and risk preferences. (2023). Ning, Zhuo ; Yu, Zhihan ; Chang, Wei-Yew ; Yang, Hongqiang.
   In: Forest Policy and Economics.
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4. Fast American Option Pricing using Nonlinear Stencils. (2023). Ahmad, Zafar ; Huang, Yushen ; Zhu, Yimin ; Chowdhury, Rezaul ; Das, Rathish.
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5. A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics. (2021). Dominic, Len Patrick.
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   RePEc:taf:quantf:v:21:y:2021:i:12:p:2025-2054.

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6. Monitoring with Limited Information. (2021). Trichakis, Nikolaos ; Yoon, Do Young ; Iancu, Dan Andrei.
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7. Optimal decision policy for real options under general Markovian dynamics. (2021). Naranjo, Lorenzo ; Cortazar, Gonzalo ; Sainz, Felipe.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:288:y:2021:i:2:p:634-647.

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8. A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics. (2021). Dominic, Len Patrick.
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9. Forest of Stochastic Trees: A Method for Valuing Multiple Exercise Options. (2020). Reesor, Mark R ; Marshall, James T.
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10. 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.
    In: Papers.
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11. 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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12. Bootstrapping the Early Exercise Boundary in the Least-Squares Monte Carlo Method. (2019). Stentoft, Lars ; Letourneau, Pascal.
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13. Carbon sequestration and biofuel production on forestland under three stochastic prices. (2019). Ning, Zhuo ; Sun, Changyou.
    In: Forest Policy and Economics.
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14. 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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15. Pricing American Options by Exercise Rate Optimization. (2019). Wolfers, Soren ; Tempone, Ra'Ul ; Bayer, Christian.
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16. How does real option value compare with Faustmann value when log prices follow fractional Brownian motion?. (2017). Niquidet, Kurt ; Manley, Bruce.
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17. A simulation on the presence of competing bidders in mergers and acquisitions. (2017). el Khoury, Wissam ; Aintablian, Sebouh.
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18. An efficient grid lattice algorithm for pricing American-style options. (2016). Liu, Zhongkai ; Pang, Tao.
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19. Valuing forestlands with stochastic timber and carbon prices. (2015). Petrasek, Stanislav ; Perez-Garcia, John ; Bare, B.
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20. An approximate moving boundary method for American option pricing. (2015). Muthuraman, Kumar ; Chockalingam, Arun.
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21. Pricing American options written on two underlying assets. (2014). Ziveyi, Jonathan ; Chiarella, Carl.
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22. Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches. (2014). Kovacevic, Raimund ; Pflug, Georg Ch., .
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23. Parallel American Monte Carlo. (2014). Paulot, Louis ; Herrera, Calypso.
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24. American option pricing using simulation with an application to the GARCH model. (2013). Stentoft, Lars.
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25. Valuing modular nuclear power plants in finite time decision horizon. (2013). Oosterlee, Cornelis ; Jain, Shashi ; Roelofs, Ferry .
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26. A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction. (2013). Wu, Zhenyu ; Li, Xun ; Jin, Xing ; Tan, Hwee Huat.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:231:y:2013:i:2:p:362-370.

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27. Are short rotation coppices an alternative to traditional agricultural land use in Germany? A real options approach. (2013). Musshoff, Oliver ; Haverkamp, Matthias Wolbert .
    In: 2013 Conference (57th), February 5-8, 2013, Sydney, Australia.
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28. Investments in Kazakhstani Dairy Farming: A Comparison of Classical Investment Theory and the Real Options Approach. (2012). Musshoff, Oliver ; Kellner, Ulla ; Tubetov, Dulat.
    In: Quarterly Journal of International Agriculture.
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29. Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods. (2010). Doan, VietDung ; Bossy, Mireille ; Stokes-Rees, Ian ; Baude, Franoise ; Gaikwad, Abhijeet .
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30. Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions. (2009). Seydel, Roland C..
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    RePEc:eee:spapps:v:119:y:2009:i:10:p:3719-3748.

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31. UK gas markets: The market price of risk and applications to multiple interruptible supply contracts. (2008). Cartea, Álvaro ; Williams, Thomas.
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32. Investment planning under uncertainty and flexibility: the case of a purchasable sales contract. (2008). Musshoff, Oliver ; Hirschauer, Norbert.
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    RePEc:ags:aareaj:117741.

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33. Extending quadrature methods to value multi-asset and complex path dependent options. (2007). Duck, Peter W. ; Widdicks, Martin ; Newton, David P. ; Andricopoulos, Ari D..
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    RePEc:eee:jfinec:v:83:y:2007:i:2:p:471-499.

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34. Policy iteration for american options: overview. (2006). John, Schoenmakers ; Anastasia, Kolodko ; Christian, Bender.
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35. Pricing Multiple Interruptible-Swing Contracts. (2006). Figueroa, Marcelo.
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36. VaR in real options analysis. (2005). Alesii, Giuseppe.
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37. A Continuous Time Model to Price Commodity-Based Swing Options. (2005). Dahlgren, M..
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38. Response to Comments on Brandão et al. (2005). (2005). Hahn, Warren J ; Brando, Luiz E ; Dyer, James S.
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39. VaR in real options analysis. (2005). Alesii, Giuseppe.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:14:y:2005:i:3-4:p:189-208.

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