Gas storage valuation in incomplete markets
Nils Löhndorf, David Wozabal
| Year of publication: |
2021
|
|---|---|
| Authors: | Löhndorf, Nils ; Wozabal, David |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 288.2021, 1 (1.1.), p. 318-330
|
| Subject: | Asset pricing | Markov processes | Multistage stochastic programming | Natural gas industry | Stochastischer Prozess | Stochastic process | Erdgas | Natural gas | Gaswirtschaft | Gas industry | Unvollkommener Markt | Incomplete market | Markov-Kette | Markov chain | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2020.05.044 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496564