Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes (Q3174918)

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Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes
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    Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes (English)
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    18 July 2018
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    gas storage
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    stochastic control
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    HJB equation
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    independent increment process
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    mean-reversion
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