Gas Storage Hedging
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Publication:2917445
DOI10.1007/978-3-642-25746-9_14zbMath1247.91203MaRDI QIDQ2917445
Publication date: 28 September 2012
Published in: Springer Proceedings in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-25746-9_14
91G60: Numerical methods (including Monte Carlo methods)
91G99: Actuarial science and mathematical finance
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