Pages that link to "Item:Q3114910"

The following pages link to Valuation of Commodity-Based Swing Options (Q3114910):

Displaying 50 items.

• Gas storage valuation applying numerically constructed recombining trees (Q421730) (← links)
• A unified approach to multiple stopping and duality (Q453044) (← links)
• Dual pricing of multi-exercise options under volume constraints (Q483695) (← links)
• Forest of stochastic meshes: a new method for valuing high-dimensional swing options (Q631202) (← links)
• Optimal risk management problem of natural resources: application to oil drilling (Q829138) (← links)
• Risk management of power portfolios and valuation of flexibility (Q850662) (← links)
• Numerical methods for the pricing of swing options: a stochastic control approach (Q861551) (← links)
• An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128) (← links)
• A dual approach to multiple exercise option problems under constraints (Q992045) (← links)
• A survey of stochastic modelling approaches for liberalised electricity markets (Q992645) (← links)
• Valuation of electricity swing options by multistage stochastic programming (Q1023350) (← links)
• Electricity swing options: behavioral models and pricing (Q1042024) (← links)
• Risk-hedging in real estate markets (Q1044236) (← links)
• An optimal multiple stopping approach to infrastructure investment decisions (Q1657596) (← links)
• Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
• Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185) (← links)
• A pure martingale dual for multiple stopping (Q1761446) (← links)
• Optimal oil production and the world supply of oil (Q1994257) (← links)
• Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
• A deep learning model for gas storage optimization (Q2064630) (← links)
• A new deep neural network algorithm for multiple stopping with applications in options pricing (Q2108626) (← links)
• Volatility uncertainty quantification in a stochastic control problem applied to energy (Q2176387) (← links)
• A real options approach for joint overhaul and replacement strategies with mean reverting prices (Q2178352) (← links)
• Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
• A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
• Valuation of swing options under a regime-switching mean-reverting model (Q2298579) (← links)
• A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924) (← links)
• Discrete time modeling of mean-reverting stochastic processes for real option valuation (Q2384621) (← links)
• Optimal exercise strategies for operational risk insurance via multiple stopping times (Q2397959) (← links)
• Pricing and risk of swing contracts in natural gas markets (Q2418428) (← links)
• Wireless network capacity management: a real options approach (Q2432936) (← links)
• A continuous time model to price commodity-based swing options (Q2490450) (← links)
• Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (Q2514869) (← links)
• Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations (Q2633523) (← links)
• WHEN ARE SWING OPTIONS BANG-BANG? (Q2786344) (← links)
• Optimal Multiple Stopping with Random Waiting Times (Q2854356) (← links)
• Gas Storage Hedging (Q2917445) (← links)
• Pricing swing options in the electricity markets under regime-switching uncertainty (Q2994840) (← links)
• How to speed up the quantization tree algorithm with an application to swing options (Q2994841) (← links)
• HEDGING SWING OPTIONS (Q3005962) (← links)
• PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME (Q3008485) (← links)
• Optimal Quantization for the Pricing of Swing Options (Q3395726) (← links)
• Modelling spikes and pricing swing options in electricity markets (Q3404103) (← links)
• Valuation of energy storage: an optimal switching approach (Q3564806) (← links)
• Pricing of Swing Options in a Mean Reverting Model with Jumps (Q3617306) (← links)
• Hydropower with Financial Information* (Q3617307) (← links)
• A Lattice‐Based Method for Pricing Electricity Derivatives Under the Threshold Model (Q3617309) (← links)
• Natural gas storage valuation and optimization: A real options application (Q3621931) (← links)
• A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes (Q4691941) (← links)
• Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities (Q4827312) (← links)