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Gas Storage Evaluation
Dell'Era, Mario, (2019)
Gas storage valuation and hedging : a quantification of model risk
Hénaff, Patrick, (2018)
Access to natural gas storage facilities : strategic and regulation issues
Baranes, Edmond, (2014)
Variance optimal hedging with application to electricity markets
Warin, Xavier, (2019)
Deep learning for efficient frontier calculation in finance
Warin, Xavier, (2022)
Numerical approximation of a cash-constrained firm value with investment opportunities
Pierre, Erwan, (2016)