Implications of a regime-switching model on natural gas storage valuation and optimal operation
Year of publication: |
2010
|
---|---|
Authors: | Chen, Zhuliang ; Forsyth, Peter |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 10.2010, 2, p. 159-176
|
Publisher: |
Taylor & Francis Journals |
Subject: | Gas storage | Regime switching | Stochastic control |
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