The Evaluation of Gas Swing Contracts with Regime Switching

Carl Chiarella, Les Clewlow, Boda Kang

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationTopics in Numerical Methods for Finance
PublisherSpringer
Pages155-176
Volume19
Publication statusPublished - 2012

Publication series

NameSpringer Proceedings in Mathematics and Statisitcs

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