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  1. The Evaluation of Gas Swing Contracts with Regime Switching

    Chiarella, C., Clewlow, L. & Kang, B., 2012, Topics in Numerical Methods for Finance. Springer Science Business Media, Vol. 19. p. 155-176 (Springer Proceedings in Mathematics and Statisitcs).

    Research output: Chapter in Book/Report/Conference proceedingChapter

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