Pricing and risk of swing contracts in natural gas markets (Q2418428)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and risk of swing contracts in natural gas markets |
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Pricing and risk of swing contracts in natural gas markets (English)
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3 June 2019
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natural gas
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forward curve dynamics
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swing options
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delta
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gamma
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simulation
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