An approximate dynamic programming approach to benchmark practice-based heuristics for natural gas storage valuation (Q3098256)
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scientific article; zbMATH DE number 5973506
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| English | An approximate dynamic programming approach to benchmark practice-based heuristics for natural gas storage valuation |
scientific article; zbMATH DE number 5973506 |
Statements
An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation (English)
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17 November 2011
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asset pricing
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real options
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storage valuation
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dynamic programming
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heuristics
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0.81949383020401
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0.8101366758346558
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0.8066418170928955
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0.7900604009628296
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0.7666837573051453
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