The Evaluation of Gas Swing Contracts with Regime Switching (Q2920957): Difference between revisions
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| Property / cites work: Optimal Quantization for the Pricing of Swing Options / rank | |||
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| Property / cites work: Numerical methods for the pricing of swing options: a stochastic control approach / rank | |||
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| Property / cites work: Valuation of energy storage: an optimal switching approach / rank | |||
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Latest revision as of 02:08, 9 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Evaluation of Gas Swing Contracts with Regime Switching |
scientific article |
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The Evaluation of Gas Swing Contracts with Regime Switching (English)
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29 September 2014
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