Optimal Commodity Trading with a Capacitated Storage Asset
Year of publication: |
2010
|
---|---|
Authors: | Secomandi, Nicola |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 56.2010, 3, p. 449-467
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | inventory | production | policies | dynamic programming | Markov | finance | asset pricing | real options | industries | petroleum | natural gas |
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