Robust management and pricing of liquefied natural gas contracts with cancelation options (Q2247923)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust management and pricing of liquefied natural gas contracts with cancelation options |
scientific article |
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Robust management and pricing of liquefied natural gas contracts with cancelation options (English)
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30 June 2014
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stochastic programming
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risk aversion
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CVaR
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rolling horizon
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