Pricing and risk of swing contracts in natural gas markets
Year of publication: |
2019
|
---|---|
Authors: | Kohrs, Hendrik ; Mühlichen, Hermann ; Auer, Benjamin R. ; Schuhmacher, Frank |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 22.2019, 1, p. 77-167
|
Subject: | Natural gas | Forward curve dynamics | Swing options | Delta | Gamma | Simulation | Erdgasmarkt | Natural gas market | Optionspreistheorie | Option pricing theory | Erdgas | Volatilität | Volatility |
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