Evaluation of gas sales agreements with indexation using tree and least-squares Monte Carlo methods on graphics processing units (Q4991090)

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scientific article; zbMATH DE number 7353692
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English
Evaluation of gas sales agreements with indexation using tree and least-squares Monte Carlo methods on graphics processing units
scientific article; zbMATH DE number 7353692

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    Evaluation of gas sales agreements with indexation using tree and least-squares Monte Carlo methods on graphics processing units (English)
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    2 June 2021
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    gas sales agreement
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    swing options
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    indexation
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