Gas Storage Hedging

DOI10.1007/978-3-642-25746-9_14zbMath1247.91203OpenAlexW65048577MaRDI QIDQ2917445

Xavier Warin

Publication date: 28 September 2012

Published in: Springer Proceedings in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-25746-9_14

zbMATH Keywords

Monte Carlodynamic hedginggas storage

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Actuarial science and mathematical finance (91G99)

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