STORAGE OPTIONS VALUATION USING MULTILEVEL TREES AND CALENDAR SPREADS (Q3022105)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STORAGE OPTIONS VALUATION USING MULTILEVEL TREES AND CALENDAR SPREADS |
scientific article |
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STORAGE OPTIONS VALUATION USING MULTILEVEL TREES AND CALENDAR SPREADS (English)
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22 June 2005
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storage option
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calendar spread option
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tree models
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path dependence
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