Natural gas storage valuation and optimization: A real options application (Q3621931): Difference between revisions
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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: A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation / rank | |||
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| Property / cites work: Valuation of Commodity-Based Swing Options / rank | |||
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| Property / cites work: User’s guide to viscosity solutions of second order partial differential equations / rank | |||
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| Property / cites work: STORAGE OPTIONS VALUATION USING MULTILEVEL TREES AND CALENDAR SPREADS / rank | |||
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| Property / cites work: Option pricing when underlying stock returns are discontinuous / rank | |||
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Revision as of 12:40, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Natural gas storage valuation and optimization: A real options application |
scientific article |
Statements
Natural gas storage valuation and optimization: A real options application (English)
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22 April 2009
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natural gas storage
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optimization
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dynamic programming
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