Gas Storage Hedging (Q2917445): Difference between revisions

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+https://doi.org/10.1007/978-3-642-25746-9_14
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+W65048577
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+WHEN ARE SWING OPTIONS BANG-BANG?
@@ Property / cites work: WHEN ARE SWING OPTIONS BANG-BANG? / rank @@
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+Numerical methods for the pricing of swing options: a stochastic control approach
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+Q3241581
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+A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation
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+Asymptotic Properties of Monte Carlo Estimators of Derivatives
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+EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH
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+Valuation of Commodity-Based Swing Options
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+Valuation of energy storage: an optimal switching approach
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+Applied stochastic control of jump diffusions.
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+Multi-stage stochastic optimization applied to energy planning
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+On some recent aspects of stochastic control and their applications
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+Modelling Hydro Reservoir Operation in a Deregulated Electricity Market
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