1

Gas Storage Valuation Using a Monte Carlo Method

Year:
2008
Language:
english
File:
PDF, 988 KB
english, 2008
4

The Nature of Power Spikes: A Regime-Switch Approach

Year:
2006
Language:
english
File:
PDF, 645 KB
english, 2006
10

Stock Market Quality in the Presence of a Traded Option*

Year:
2006
Language:
english
File:
PDF, 262 KB
english, 2006
13

Gas storage valuation and optimization

Year:
2015
Language:
english
File:
PDF, 3.60 MB
english, 2015
23

Implied GARCH Volatility Forecasting

Year:
2002
Language:
english
File:
PDF, 202 KB
english, 2002