Pages that link to "Item:Q5190131"
From MaRDI portal
The following pages link to Implications of a regime-switching model on natural gas storage valuation and optimal operation (Q5190131):
Displayed 4 items.
- Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem (Q413322) (← links)
- A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227) (← links)
- COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW (Q2862510) (← links)
- Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)