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Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes

Research paper by N. Safarov, C. Atkinson

Indexed on: 09 May '16Published on: 15 Apr '16Published in: International journal of computer mathematics



Abstract

Authors: N. Safarov ; C. Atkinson Article URL: http://www.tandfonline.com/doi/full/10.1080/00207160.2016.1168518?ai=z4&mi=3fqos0&af=R Citation: International Journal of Computer Mathematics Publication Date: 2016-04-15T09:50:37Z Journal: International Journal of Computer Mathematics