Pages that link to "Item:Q5190131"
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The following pages link to Implications of a regime-switching model on natural gas storage valuation and optimal operation (Q5190131):
Displayed 15 items.
- A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables (Q336622) (← links)
- Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem (Q413322) (← links)
- A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227) (← links)
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- An options pricing approach to ramping rate restrictions at hydro power plants (Q1656523) (← links)
- Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
- A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
- A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
- A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924) (← links)
- Pricing American options under multi-state regime switching with an efficient<i>L</i>- stable method (Q2804504) (← links)
- COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW (Q2862510) (← links)
- NATURAL GAS-FIRED POWER PLANTS VALUATION AND OPTIMIZATION UNDER LÉVY COPULAS AND REGIME SWITCHING (Q2970319) (← links)
- Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes (Q3174918) (← links)
- Optimization model to start harvesting in stochastic aquaculture system (Q4624948) (← links)
- Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)