Gas storage valuation applying numerically constructed recombining trees
type: Item
instance of: scholarly article
title: Gas storage valuation applying numerically constructed recombining trees
zbMATH Open document ID: 1237.91100
author: Bastian Joachim Felix
author: Christoph Weber
published in: European Journal of Operational Research
publication date: 2012-05-14T00:00:00Z
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 6035133
zbMATH Keywords: OR in energy
zbMATH Keywords: dynamic programming
zbMATH Keywords: stochastic programming
zbMATH Keywords: real option valuation
zbMATH Keywords: recombining trees
describes a project that uses: clusfind
MaRDI profile type: Publication
full work available at URL: j.ejor.2011.07.029
OpenAlex ID: W2081228943
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DOI: 10.1016/J.EJOR.2011.07.029
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description: scientific article; zbMATH DE number 6035133