Gas storage valuation in incomplete markets (Q2028869)
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scientific article; zbMATH DE number 7354083
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Gas storage valuation in incomplete markets |
scientific article; zbMATH DE number 7354083 |
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Gas storage valuation in incomplete markets (English)
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3 June 2021
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multistage stochastic programming
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asset pricing
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natural gas industry
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Markov processes
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0.8238526582717896
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0.8089897036552429
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0.7900604009628296
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0.7890599966049194
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