Natural Gas Storage Valuation and Optimisation Under Time-Inhomogeneous Exponential Lévy Processes
Year of publication: |
2016
|
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Authors: | Safarov, Nemat |
Other Persons: | Atkinson, Colin (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Erdgas | Natural gas | Lagermanagement | Warehouse management | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (20 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2606423 [DOI] |
Classification: | q93 ; r09 ; m25 ; g51 ; C20 - Econometric Methods: Single Equation Models. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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