The Evaluation of Gas Swing Contracts with Regime Switching

Carl Chiarella, Les Clewlow, Boda Kang

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Original language	English
Title of host publication	Topics in Numerical Methods for Finance
Publisher	Springer
Pages	155-176
Volume	19
Publication status	Published - 2012

Name	Springer Proceedings in Mathematics and Statisitcs

Access to Document

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title = "The Evaluation of Gas Swing Contracts with Regime Switching",

author = "Carl Chiarella and Les Clewlow and Boda Kang",

year = "2012",

language = "English",

volume = "19",

series = "Springer Proceedings in Mathematics and Statisitcs",

publisher = "Springer",

pages = "155--176",

booktitle = "Topics in Numerical Methods for Finance",

address = "Germany",

}