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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical methods for the pricing of swing options: a stochastic control approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integro-differential equations for option prices in exponential Lévy models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of time series subject to changes in regime / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Regime-Switching Model of Long-Term Stock Returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuation of Commodity-Based Swing Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Energy futures prices: term structure models with Kalman filter estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical convergence properties of option pricing PDEs with uncertain volatility / rank
 
Normal rank

Latest revision as of 13:49, 2 July 2024

scientific article; zbMATH DE number 5681140
Language Label Description Also known as
English
Implications of a regime-switching model on natural gas storage valuation and optimal operation
scientific article; zbMATH DE number 5681140

    Statements

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