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Evaluation of gas sales agreements with indexation using tree and least-squares Monte Carlo methods on graphics processing units
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 …
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 …
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 …
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 …
supplier and a purchaser for the delivery of variable daily quantities of gas, between …