Gas storage valuation in incomplete markets (Q2028869)

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scientific article; zbMATH DE number 7354083
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English
Gas storage valuation in incomplete markets
scientific article; zbMATH DE number 7354083

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    Gas storage valuation in incomplete markets (English)
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    3 June 2021
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    multistage stochastic programming
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    asset pricing
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    natural gas industry
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    Markov processes
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