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Valuation of energy storage: an optimal switching approach

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2014Comparison of Least Squares Monte Carlo Methods with Applications to Energy Real Options83 cited
2018Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications71 cited

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2011Valuation of Storage at a Liquefied Natural Gas Terminal61 cited

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2012Viscosity Solutions of Systems of PDEs with Interconnected Obstacles and Switching Problem58 cited

2015Gas storage valuation and optimization58 cited

2015Relaxations of Approximate Linear Programs for the Real Option Management of Commodity Storage57 cited

2011How much should we pay for interconnecting electricity markets? A real options approach50 cited

2013Quantitative Energy Finance47 cited

2020Gas storage valuation in incomplete markets36 cited

2015Merchant Commodity Storage Practice Revisited34 cited