Gas storage valuation applying numerically constructed recombining trees (Q421730)
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scientific article; zbMATH DE number 6035133
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gas storage valuation applying numerically constructed recombining trees |
scientific article; zbMATH DE number 6035133 |
Statements
Gas storage valuation applying numerically constructed recombining trees (English)
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14 May 2012
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OR in energy
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dynamic programming
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stochastic programming
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real option valuation
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recombining trees
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0.8634579
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0.8555585
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0.84871495
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0.84791726
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0.8378253
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0.83422846
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0.8220426
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0.8158941
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0.80379575
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