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In this paper, we develop an efficient algorithm to value options under discrete-time GARCH processes. We propose a procedure based on dynamic programming coupled with piecewise polynomial approximation to compute the value of a given option, at all observation dates and levels of the state...
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in inventory to ensure on-time second doses. However, saving doses slows the administration of first doses and … performance of policies to manage the administration of two-dose vaccines given supply uncertainty. The mathematical structure of … the model suggests simple ``set-aside'' policies that prioritize second doses and set aside some vaccine for second doses …
Persistent link: https://www.econbiz.de/10012585931
production performance of domestic petroleum and/or natural gas stripper wells. The consortium creates a partnership with the U ….S. petroleum and natural gas industries and trade associations, state funding agencies, academia, and the National Energy … co-fund stripper well production-orientated projects that have relevance to New York state producers. During this …
Persistent link: https://www.econbiz.de/10009436147
The U.S. Department of Energy (DOE) Office of Industrial Technologies (OIT) established the Industries of the Future … (IOF) program to increase energy efficiency, reduce waste production and to improve competitiveness, currently focusing on …. The State Industries of the Future (SIOF) program delivers the accomplishments of the national Industries of the Future …
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Stripper gas and oil well operators frequently face a dilemma regarding maximizing production from low … each well's historical production with that of its offsets and identified 339 underperformers before considering …, we calculated the incremental gas by subtracting the volumes forecasted after remediation from the production projected …
Persistent link: https://www.econbiz.de/10009436262
statistics cover the major activities of U.S. production, consumption, trade, stocks, and prices for petroleum, natural gas, coal …, electricity, and nuclear energy. Information is also provided on international energy, including petroleum production, consumption … analysis of the spring 1996 gasoline price runup, crude oil supply issues, U.S. crude oil imports, petroleum stocks, futures …
Persistent link: https://www.econbiz.de/10009436945