Pricing of Gas Swing Options using Monte Carlo Methods
Year of publication: |
2011-07
|
---|---|
Authors: | Klimešová, Andrea ; Václavík, Tomáš |
Institutions: | Institut ekonomických studií, Univerzita Karlova v Praze |
Subject: | energy markets | gas sales agreement | gas swing option | Monte Carlo simulations | spread option pricing |
-
Pricing of gas swing options using Monte Carlo methods
Klimešová, Andrea, (2011)
-
Gas swing options : introduction and pricing using Monte Carlo methods
Klimešová, Andrea, (2016)
-
On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance
Bruti-Liberati, Nicola, (2006)
- More ...
-
Economic Loss in Czech Photovoltaic Power Plants
Prùša, Jan, (2012)
-
Pricing of gas swing options using Monte Carlo methods
Klimešová, Andrea, (2011)
-
Pricing of gas swing options using Monte Carlo methods
Klimešová, Andrea, (2011)
- More ...