Implications of a regime-switching model on natural gas storage valuation and optimal operation (Q5190131): Difference between revisions

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Revision as of 20:13, 5 March 2024

scientific article; zbMATH DE number 5681140
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English
Implications of a regime-switching model on natural gas storage valuation and optimal operation
scientific article; zbMATH DE number 5681140

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    Implications of a regime-switching model on natural gas storage valuation and optimal operation (English)
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    12 March 2010
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    gas storage
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    regime switching
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    stochastic control
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