The Evaluation of Gas Swing Contracts with Regime Switching - Research Database, The University of York

By the same authors

Analysis of a Multiple Year Gas Sales Agreement with Make-up, Carry Forward and Indexation
Dong, W. & Kang, B., 11 Apr 2018, (E-pub ahead of print)
Article in Energy economics
Particle Filters for Markov Switching Stochastic Volatility Models
Bao, Y., Chiarella, C. & Kang, B., 1 Apr 2018, The Oxford Handbook of Computational Economics and Finance. Oxford University Press, p. 249-266
Research output: Chapter in Book/Report/Conference proceeding › Chapter
Optimal Surrender of Guaranteed Minimum Maturity Benefits under Stochastic Volatility and Interest Rates
Kang, B. & Ziveyi, J., 1 Mar 2018
Article in Insurance: Mathematics and Economics
The Evaluation of Multiple Year Gas Sales Agreement with Regime Switching
Chiarella, C., Clewlow, L. & Kang, B., 4 Feb 2016, (E-pub ahead of print)
Article in International Journal of Theoretical and Applied Finance
The Return–Volatility Relation in Commodity Futures Markets
Chiarella, C., Kang, B., Nikitopoulos, C. S. & Tô, T-D., 5 Jan 2016
Article in The Journal of Futures Markets

The Evaluation of Gas Swing Contracts with Regime Switching

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

Links

http://www.springer.com/gp/book/9781461434320

Author(s)

Carl Chiarella
Les Clewlow
Boda Kang

Department/unit(s)

Mathematics

Publication details

Title of host publication	Topics in Numerical Methods for Finance
Date	Published - 2012
Pages	155-176
Publisher	Springer Science Business Media
Volume	19
Original language	English

Publication series

Name	Springer Proceedings in Mathematics and Statisitcs

Discover related content

Find related publications, people, projects, datasets and more using interactive charts.

View graph of relations

York staff: edit these data