The following pages link to Gas Storage Hedging (Q2917445):
Displaying 12 items.
- Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
- Statistical learning for probability-constrained stochastic optimal control (Q2029386) (← links)
- A deep learning model for gas storage optimization (Q2064630) (← links)
- Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing. (Q2094859) (← links)
- Moving average options: machine learning and Gauss-Hermite quadrature for a double non-Markovian problem (Q2158055) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- Pricing and risk of swing contracts in natural gas markets (Q2418428) (← links)
- Regression Monte Carlo for microgrid management (Q4967863) (← links)
- Evaluation of gas sales agreements with indexation using tree and least-squares Monte Carlo methods on graphics processing units (Q4991090) (← links)
- Estimating fast mean-reverting jumps in electricity market models (Q5140350) (← links)
- A stochastic optimal stopping model for storable commodity prices (Q6067027) (← links)
- A common shock model for multidimensional electricity intraday price modelling with application to battery valuation (Q6657690) (← links)
