Pages that link to "Item:Q421730"
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The following pages link to Gas storage valuation applying numerically constructed recombining trees (Q421730):
Displaying 14 items.
- Optimal operation of pumped-hydro storage plants with continuous time-varying power prices (Q322881) (← links)
- A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables (Q336622) (← links)
- Assessing the value of natural gas underground storage in the Brazilian system via stochastic dual dynamic programming (Q828757) (← links)
- Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185) (← links)
- Real options in operations research: a review (Q1754719) (← links)
- Gas storage valuation in incomplete markets (Q2028869) (← links)
- Optimal timing of non-pharmaceutical interventions during an epidemic (Q2103035) (← links)
- An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation (Q3098256) (← links)
- Valuation of Storage at a Liquefied Natural Gas Terminal (Q3109865) (← links)
- Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes (Q3174918) (← links)
- Natural gas storage valuation and optimization: A real options application (Q3621931) (← links)
- Evaluation of gas sales agreements with indexation using tree and least-squares Monte Carlo methods on graphics processing units (Q4991090) (← links)
- A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
- A review of the operations literature on real options in energy (Q6112582) (← links)
