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Gas Storage Hedging · Study

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ChapterGas Storage Hedging

Xavier Warin2012

Chapter2012

Gas Storage Hedging

24 citations·0/0 files stored·Springer proceedings in mathematics

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Stochastic processes and financial applications Risk Management in Financial Firms Risk and Portfolio Optimization

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References

2001Valuing American Options by Simulation: A Simple Least-Squares Approach 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging 2005Applied Stochastic Control of Jump Diffusions 2000Energy derivatives : pricing and risk management 2003Energy and power risk management : new developments in modeling, pricing and hedging 2008STochastic Modeling of Electricity and Related Markets 2004Valuation of Commodity-Based Swing Options 2009Valuation of energy storage: an optimal switching approach

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Details

Year2012

Typechapter

Published2012-01-01

VenueSpringer proceedings in mathematics

ISSN-L2190-5614

Languageen

Citations24

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-3-642-25746-9_14

openalex_workW65048577

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