{"id":"https://openalex.org/W2210643858","doi":"https://doi.org/10.1007/s00186-013-0452-7","title":"Swing options in commodity markets: a multidimensional L\u00e9vy diffusion model","display_name":"Swing options in commodity markets: a multidimensional L\u00e9vy diffusion model","publication_year":2013,"publication_date":"2013-08-28","ids":{"openalex":"https://openalex.org/W2210643858","doi":"https://doi.org/10.1007/s00186-013-0452-7","mag":"2210643858"},"language":"en","primary_location":{"id":"doi:10.1007/s00186-013-0452-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00186-013-0452-7","pdf_url":null,"source":{"id":"https://openalex.org/S126160977","display_name":"Mathematical Methods of Operations Research","issn_l":"1432-2994","issn":["1432-2994","1432-5217"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Methods of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://hdl.handle.net/10642/2524","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5108700506","display_name":"Marcus Eriksson","orcid":null},"institutions":[{"id":"https://openalex.org/I184942183","display_name":"University of Oslo","ror":"https://ror.org/01xtthb56","country_code":"NO","type":"education","lineage":["https://openalex.org/I184942183"]}],"countries":["NO"],"is_corresponding":true,"raw_author_name":"Marcus Eriksson","raw_affiliation_strings":["Department of Mathematics, University of Oslo, P.O. Box 1053, Blindern, 0316\u00a0, Oslo, Norway"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Oslo, P.O. Box 1053, Blindern, 0316\u00a0, Oslo, Norway","institution_ids":["https://openalex.org/I184942183"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5074357271","display_name":"Jukka Lempa","orcid":null},"institutions":[{"id":"https://openalex.org/I184531372","display_name":"OsloMet \u2013 Oslo Metropolitan University","ror":"https://ror.org/04q12yn84","country_code":"NO","type":"education","lineage":["https://openalex.org/I184531372"]}],"countries":["NO"],"is_corresponding":false,"raw_author_name":"Jukka Lempa","raw_affiliation_strings":["Institute for Economics, Oslo and Akershus University College, P.O. Box 4, St. Olavs plass, 0130\u00a0, Oslo, Norway"],"affiliations":[{"raw_affiliation_string":"Institute for Economics, Oslo and Akershus University College, P.O. Box 4, St. Olavs plass, 0130\u00a0, Oslo, Norway","institution_ids":["https://openalex.org/I184531372"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5076560213","display_name":"Trygve Kastberg Nilssen","orcid":null},"institutions":[{"id":"https://openalex.org/I200650556","display_name":"University of Agder","ror":"https://ror.org/03x297z98","country_code":"NO","type":"education","lineage":["https://openalex.org/I200650556"]}],"countries":["NO"],"is_corresponding":false,"raw_author_name":"Trygve Kastberg Nilssen","raw_affiliation_strings":["Department of Economics and Business Administration, University of Agder, Serviceboks 422, 4604\u00a0, Kristiansand, Norway"],"affiliations":[{"raw_affiliation_string":"Department of Economics and Business Administration, University of Agder, Serviceboks 422, 4604\u00a0, Kristiansand, Norway","institution_ids":["https://openalex.org/I200650556"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5108700506"],"corresponding_institution_ids":["https://openalex.org/I184942183"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":1.2938,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.85056151,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"79","issue":"1","first_page":"31","last_page":"67"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9952999949455261,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9952999949455261,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.9563999772071838,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9186000227928162,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/valuation","display_name":"Valuation (finance)","score":0.7179550528526306},{"id":"https://openalex.org/keywords/commodity","display_name":"Commodity","score":0.6310204863548279},{"id":"https://openalex.org/keywords/curse-of-dimensionality","display_name":"Curse of dimensionality","score":0.6249509453773499},{"id":"https://openalex.org/keywords/hamilton\u2013jacobi\u2013bellman-equation","display_name":"Hamilton\u2013Jacobi\u2013Bellman equation","score":0.4770852029323578},{"id":"https://openalex.org/keywords/swing","display_name":"Swing","score":0.47255298495292664},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4659005105495453},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.456606388092041},{"id":"https://openalex.org/keywords/constraint","display_name":"Constraint (computer-aided design)","score":0.44683438539505005},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.42795437574386597},{"id":"https://openalex.org/keywords/futures-contract","display_name":"Futures contract","score":0.4239719808101654},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.37293776869773865},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.31962621212005615},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2999902665615082},{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.23126426339149475},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.18039479851722717},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.14822784066200256},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.08051243424415588}],"concepts":[{"id":"https://openalex.org/C186027771","wikidata":"https://www.wikidata.org/wiki/Q4008379","display_name":"Valuation (finance)","level":2,"score":0.7179550528526306},{"id":"https://openalex.org/C2779439359","wikidata":"https://www.wikidata.org/wiki/Q317088","display_name":"Commodity","level":2,"score":0.6310204863548279},{"id":"https://openalex.org/C111030470","wikidata":"https://www.wikidata.org/wiki/Q1430460","display_name":"Curse of dimensionality","level":2,"score":0.6249509453773499},{"id":"https://openalex.org/C196978813","wikidata":"https://www.wikidata.org/wiki/Q3302775","display_name":"Hamilton\u2013Jacobi\u2013Bellman equation","level":3,"score":0.4770852029323578},{"id":"https://openalex.org/C65655974","wikidata":"https://www.wikidata.org/wiki/Q14867674","display_name":"Swing","level":2,"score":0.47255298495292664},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4659005105495453},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.456606388092041},{"id":"https://openalex.org/C2776036281","wikidata":"https://www.wikidata.org/wiki/Q48769818","display_name":"Constraint (computer-aided design)","level":2,"score":0.44683438539505005},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.42795437574386597},{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.4239719808101654},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.37293776869773865},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.31962621212005615},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2999902665615082},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.23126426339149475},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.18039479851722717},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.14822784066200256},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.08051243424415588},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C24890656","wikidata":"https://www.wikidata.org/wiki/Q82811","display_name":"Acoustics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1007/s00186-013-0452-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00186-013-0452-7","pdf_url":null,"source":{"id":"https://openalex.org/S126160977","display_name":"Mathematical Methods of Operations Research","issn_l":"1432-2994","issn":["1432-2994","1432-5217"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Methods of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:compst:v:79:y:2014:i:1:p:31-67","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s00186-013-0452-7","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article"},{"id":"pmh:oai:brage.bibsys.no:11250/298659","is_oa":false,"landing_page_url":"http://hdl.handle.net/11250/298659","pdf_url":null,"source":{"id":"https://openalex.org/S4306400255","display_name":"BIBSYS Brage (BIBSYS (Norway))","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I173212132","host_organization_name":"Vilnius University","host_organization_lineage":["https://openalex.org/I173212132"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Journal article"},{"id":"pmh:oai:oda.hioa.no:10642/2524","is_oa":true,"landing_page_url":"http://hdl.handle.net/10642/2524","pdf_url":null,"source":{"id":"https://openalex.org/S4306401716","display_name":"Duo Research Archive (University of Oslo)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I184942183","host_organization_name":"University of Oslo","host_organization_lineage":["https://openalex.org/I184942183"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:www.duo.uio.no:10852/41917","is_oa":true,"landing_page_url":"http://hdl.handle.net/10852/41917","pdf_url":null,"source":{"id":"https://openalex.org/S4306401716","display_name":"Duo Research Archive (University of Oslo)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I184942183","host_organization_name":"University of Oslo","host_organization_lineage":["https://openalex.org/I184942183"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"1432-2994","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"pmh:oai:oda.hioa.no:10642/2524","is_oa":true,"landing_page_url":"http://hdl.handle.net/10642/2524","pdf_url":null,"source":{"id":"https://openalex.org/S4306401716","display_name":"Duo Research Archive (University of Oslo)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I184942183","host_organization_name":"University of Oslo","host_organization_lineage":["https://openalex.org/I184942183"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":19,"referenced_works":["https://openalex.org/W1558902221","https://openalex.org/W1591798773","https://openalex.org/W1967533682","https://openalex.org/W1973444515","https://openalex.org/W1985978441","https://openalex.org/W2002379239","https://openalex.org/W2013116283","https://openalex.org/W2019422091","https://openalex.org/W2074297971","https://openalex.org/W2111473977","https://openalex.org/W2123658477","https://openalex.org/W2123696687","https://openalex.org/W2133289641","https://openalex.org/W2168392234","https://openalex.org/W2171857091","https://openalex.org/W2209221136","https://openalex.org/W2397292167","https://openalex.org/W3022439851","https://openalex.org/W4210791600"],"related_works":["https://openalex.org/W2358967034","https://openalex.org/W2155717523","https://openalex.org/W2024495128","https://openalex.org/W4319881067","https://openalex.org/W2290858160","https://openalex.org/W1539109379","https://openalex.org/W3124292700","https://openalex.org/W2100954101","https://openalex.org/W2164674108","https://openalex.org/W3149091143"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
