Pages that link to "Item:Q3614824"

The following pages link to A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation (Q3614824):

Displayed 25 items.

• Optimal trade execution: a mean quadratic variation approach (Q318882) ‎ (← links)
• A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables (Q336622) ‎ (← links)
• Gas storage valuation applying numerically constructed recombining trees (Q421730) ‎ (← links)
• A Hamilton-Jacobi-Bellman approach to optimal trade execution (Q617638) ‎ (← links)
• A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) (Q937233) ‎ (← links)
• An options pricing approach to ramping rate restrictions at hydro power plants (Q1656523) ‎ (← links)
• Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) ‎ (← links)
• Gas storage valuation in incomplete markets (Q2028869) ‎ (← links)
• Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) ‎ (← links)
• Optimal management of pumped hydroelectric production with state constrained optimal control (Q2246663) ‎ (← links)
• Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) ‎ (← links)
• A new mathematical model for pricing a mine extraction project (Q2286643) ‎ (← links)
• Long-term swings and seasonality in energy markets (Q2315654) ‎ (← links)
• Merchant Commodity Storage Practice Revisited (Q2795873) ‎ (← links)
• OPTIMAL CONTROL OF AN ENERGY STORAGE FACILITY UNDER A CHANGING ECONOMIC ENVIRONMENT AND PARTIAL INFORMATION (Q2814673) ‎ (← links)
• Gas Storage Hedging (Q2917445) ‎ (← links)
• Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes (Q3174918) ‎ (← links)
• Valuation of energy storage: an optimal switching approach (Q3564806) ‎ (← links)
• Natural gas storage valuation and optimization: A real options application (Q3621931) ‎ (← links)
• A methodology to assess the economic impact of power storage technologies (Q4561727) ‎ (← links)
• Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies (Q4584996) ‎ (← links)
• Brownian bridge with random length and pinning point for modelling of financial information (Q5056586) ‎ (← links)
• Implications of a regime-switching model on natural gas storage valuation and optimal operation (Q5190131) ‎ (← links)
• The Optimal Interaction between a Hedge Fund Manager and Investor (Q5742506) ‎ (← links)
• A stochastic optimal stopping model for storable commodity prices (Q6067027) ‎ (← links)