THE EVALUATION OF MULTIPLE YEAR GAS SALES AGREEMENT WITH REGIME SWITCHING (Q2797875): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Measure Theory and Filtering / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimal Quantization for the Pricing of Swing Options / 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: Optimal Exercise of Swing Contracts in Energy Markets: An Integral Constrained Stochastic Optimal Control Problem / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Evaluation of Gas Swing Contracts with Regime Switching / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3680030 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4323296 / rank | |||
Normal rank | |||
Latest revision as of 16:37, 11 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE EVALUATION OF MULTIPLE YEAR GAS SALES AGREEMENT WITH REGIME SWITCHING |
scientific article |
Statements
THE EVALUATION OF MULTIPLE YEAR GAS SALES AGREEMENT WITH REGIME SWITCHING (English)
0 references
1 April 2016
0 references
gas sales agreement
0 references
swing contract
0 references
take-or-pay
0 references
make-up
0 references
carry forward
0 references
forward price curve
0 references
regime switching volatility
0 references
recombining pentanomial tree
0 references
0 references
