Evaluation of gas sales agreements with indexation using tree and least-squares Monte Carlo methods on graphics processing units

W Dong, B Kang - Commodities, 2022 - taylorfrancis.com
A typical gas sales agreement, also called a gas swing contract, is an agreement between a
supplier and purchaser for the delivery of variable daily quantities of gas between specified …

Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem

L Goudenège, A Molent, A Zanette - European Journal of Operational …, 2022 - Elsevier
Evaluating moving average options is a tough computational challenge for the energy and
commodity market as the payoff of the option depends on the prices of a certain underlying …

Special Issue on Energy Markets Dynamics in a Changing Environment

RL D'Ecclesia, T Vargiolu - Energy Economics, 2019 - ui.adsabs.harvard.edu
Technological innovation, the need to comply with environmental regulation and the rapid
deployment of renewable energy are all factors that are deeply changing energy supply and …

The Evaluation of Gas Sales Agreements

W Dong - 2018 - etheses.whiterose.ac.uk
A gas sales agreement, also called a gas swing contract, is an agreement between a
supplier and a purchaser for the delivery of variable daily quantities of gas, between …

[ALINTI][C] 497 Evaluation of Gas Sales Agreements with Indexation Using Tree and Least-Squares Monte Carlo Methods on Graphics Processing Units

W Dong, B Kang - … : Fundamental Theory of Futures, Forwards, and …, 2023 - CRC Press