Pricing a swing contract in a gas sale company
Year of publication: |
June 2018
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Authors: | Fanelli, Viviana ; Ryden, Anna Katarina |
Published in: |
Economics, management and financial markets. - New York, NY : Addleton Acad. Publ., ISSN 1938-212X, ZDB-ID 2270776-1. - Vol. 13.2018, 2, p. 40-55
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Subject: | gas contract | swing option | Monte Carlo simulation | mean reverting model | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Erdgasmarkt | Natural gas market | Gaswirtschaft | Gas industry | Vertrag | Contract |
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