Gas Storage Valuation in Incomplete Markets

Reference : Gas Storage Valuation in Incomplete Markets


	Document type :	Scientific journals : Article
	Discipline(s) :	Business & economic sciences : Quantitative methods in economics & management
	Focus Areas :	Sustainable Development
	To cite this reference:	http://hdl.handle.net/10993/45998

Title :	Gas Storage Valuation in Incomplete Markets
Language :	English
Author, co-author :	Löhndorf, Nils [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > >]
	Wozabal, David [Technische Universität München > School of Management]
Publication date :	Jan-2021
Journal title :	European Journal of Operational Research
Publisher :	Elsevier
Volume :	288
Issue/season :	1
Pages :	318-330
Peer reviewed :	Yes (verified by ORBi^lu)
ISSN :	0377-2217
e-ISSN :	1872-6860
City :	Amsterdam
Country :	Netherlands
Permalink :	http://hdl.handle.net/10993/45998

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Limited access	Löhndorf and Wozabal (2020) Gas storage valuation in incomplete markets.pdf		Publisher postprint	1.4 MB	Request a copy

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