The evaluation of multiple year gas sales agreement with regime switching (Q2797875)
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scientific article; zbMATH DE number 6561969
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The evaluation of multiple year gas sales agreement with regime switching |
scientific article; zbMATH DE number 6561969 |
Statements
1 April 2016
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gas sales agreement
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swing contract
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take-or-pay
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make-up
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carry forward
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forward price curve
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regime switching volatility
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recombining pentanomial tree
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The evaluation of multiple year gas sales agreement with regime switching (English)
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