Gas Storage Valuation Using a Monte Carlo Method

The Journal of Derivatives 2008 / 01 Vol. 15; Iss. 3

Gas Storage Valuation Using a Monte Carlo Method

Boogert, Alexander, de Jong, Cyriel
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Volume:
15
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2008.702507
Date:
January, 2008
File:
PDF, 988 KB
english, 2008
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