Gas storage valuation in incomplete markets
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Publication:2028869
DOI10.1016/j.ejor.2020.05.044zbMath1487.90501OpenAlexW3031456873MaRDI QIDQ2028869
Publication date: 3 June 2021
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2020.05.044
Applications of mathematical programming (90C90) Stochastic programming (90C15) Dynamic programming (90C39)
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Uses Software
Cites Work
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