Pages that link to "Item:Q3114910"

The following pages link to Valuation of Commodity-Based Swing Options (Q3114910):

Displaying 26 items.

• A Lattice‐Based Method for Pricing Electricity Derivatives Under the Threshold Model (Q3617309) (← links)
• Natural gas storage valuation and optimization: A real options application (Q3621931) (← links)
• A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes (Q4691941) (← links)
• Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities (Q4827312) (← links)
• Evaluation of gas sales agreements with indexation using tree and least-squares Monte Carlo methods on graphics processing units (Q4991090) (← links)
• Asset Selling Under Debt Obligations (Q5031626) (← links)
• Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients (Q5076720) (← links)
• Pricing renewable identification numbers under uncertainty (Q5079363) (← links)
• Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes (Q5164999) (← links)
• Implications of a regime-switching model on natural gas storage valuation and optimal operation (Q5190131) (← links)
• SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION (Q5210912) (← links)
• On the Optimal Exercise Boundaries of Swing Put Options (Q5219294) (← links)
• DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS (Q5247424) (← links)
• An iterative method for multiple stopping: convergence and stability (Q5395357) (← links)
• Efficient pricing of swing options in Lévy-driven models (Q5397406) (← links)
• On the Structure of a Swing Contract's Optimal Value and Optimal Strategy (Q5459904) (← links)
• OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS (Q5459957) (← links)
• (Q5506147) (← links)
• A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING (Q5739185) (← links)
• Normal Tempered Stable Processes and the Pricing of Energy Derivatives (Q5886359) (← links)
• Shout options: A framework for pricing contracts which can be modified by the investor (Q5946736) (← links)
• A review of the operations literature on real options in energy (Q6112582) (← links)
• Distributed energy resources flexibility as volumetric options on electricity (Q6187722) (← links)
• Seasonal volatility in agricultural markets: modelling and empirical investigations (Q6547036) (← links)
• Swing option pricing consistent with futures smiles (Q6581586) (← links)
• Swing contract pricing: with and without neural networks (Q6581630) (← links)