Implications of a regime-switching model on natural gas storage valuation and optimal operation
Author:
Affiliation:
1. a David R. Cheriton School of Computer Science , University of Waterloo , Waterloo ON , N2L 3G1 , Canada
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/14697680802374791
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1. Term Structure of Interest Rates with Regime Shifts
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3. The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems
4. Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations
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