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