Gas Storage Valuation under Multifactor Lévy Processes

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Gas Storage Valuation under Multifactor Lévy Processes

Cummins, Mark, Kiely, Greg, Murphy, Bernard
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Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2018.02.012
Date:
February, 2018
File:
PDF, 1.09 MB
english, 2018
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