Gas Storage Valuation Under Multi-Factor Levy Processes
نویسندگان
چکیده
منابع مشابه
Gas storage valuation under limited market liquidity
Various approaches to natural gas storage valuation applying real options theory have been developed in recent years. Postulating storage operators as price takers these methodologies ignore the important fact that most evolving gas spot markets, like the German spot market, lack of liquidity. Thus, considering storage operators as price takers does not account for interdependencies of storage ...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2015
ISSN: 1556-5068
DOI: 10.2139/ssrn.2561893