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Finite element valuation of swing options
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Finite element valuation of swing options (2008)Finite element valuation of swing optionsGas Storage Hedging (2012)Gas Storage HedgingThe Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Applied Stochastic Control of Jump Diffusions (2005)
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  • 2012Gas Storage Hedging24 cited

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