Gas storage valuation in incomplete markets
type: Item
instance of: scholarly article
title: Gas storage valuation in incomplete markets
zbMATH Open document ID: 1487.90501
author: Nils Löhndorf
author: David Wozabal
published in: European Journal of Operational Research
publication date: 2021-06-03T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 7354083
zbMATH Keywords: multistage stochastic programming
zbMATH Keywords: asset pricing
zbMATH Keywords: natural gas industry
zbMATH Keywords: Markov processes
describes a project that uses: KyStore
MaRDI profile type: Publication
full work available at URL: j.ejor.2020.05.044
OpenAlex ID: W3031456873
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DOI: 10.1016/J.EJOR.2020.05.044
description: scientific article; zbMATH DE number 7354083