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"Natural gas storage valuation and optimization under time-inhomogeneous ..."

N. Safarov, Colin Atkinson (2017)

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DOI: 10.1080/00207160.2016.1168518

access: closed

type: Journal Article

metadata version: 2023-08-28

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N. Safarov, Colin Atkinson:
Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes. Int. J. Comput. Math. 94(11): 2147-2165 (2017)

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