Gas Storage Valuation under Multifactor Lévy Processes
Cummins, Mark, Kiely, Greg, Murphy, BernardLanguage:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2018.02.012
Date:
February, 2018
File:
PDF, 1.09 MB
english, 2018