Before revision: We use probabilistic methods to characterise the optimal exercise region of a swing option with put payoff, n \ge  exercise rights and finite maturity . The underlying asset's dynamics is given by a geometric Brownian motion according to the Black & Scholes model.
After revision: We use probabilistic methods to characterise the optimal exercise region of a swing option with put payoff, n \ge exercise rights and finite maturity , when the underlying asset's dynamics is given by a geometric Brownian motion according to the Black & Scholes model.