Titlebook: Numerical Methods in Finance; Bordeaux, June 2010 René‘A. Carmona,Pierre Del Moral,Nadia Oudjane Conference proceedings 2012 Springer-Verla

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Optimal Hedging of American Options in Discrete Time

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A Practical View on Valuation of Multi-Exercise American Style Options in Gas and Electricity Market

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Swing Options Valuation: A BSDE with Constrained Jumps Approach

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Swing Option Pricing by Optimal Exercise Boundary Estimation

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Conference proceedings 2012stopping problems and their applications to the valuation of energy derivatives and assets. The articles were carefully written in a pedagogical style and a reasonably self-contained manner. The book is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications..

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