Implications of a regime-switching model on natural gas storage valuation and optimal operation

Quantitative Finance

Volumn 10, Issue 2, 2010, Pages 159-176

  Chen, Zhuliang ^a   Forsyth, Peter A ^a  

^a UNIVERSITY OF WATERLOO   (Canada)

Author keywords

Gas storage; Regime switching; Stochastic control

Indexed keywords

EID: 75849124346     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680802374791     Document Type: Article

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