An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation (Q3098256): Difference between revisions
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Revision as of 23:42, 19 March 2024
scientific article
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English | An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation |
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An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation (English)
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17 November 2011
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asset pricing
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real options
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storage valuation
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dynamic programming
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heuristics
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