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Self-exciting jumps in the oil market : bayesian estimation and dynamic hedging
Gonzato, Luca, (2021)
The impact of stochastic extraction cost on the value of an exhaustible resource : an application to the Alberta oil sands
Almansour, Abdullah, (2016)
Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff
Giles, Michael B., (2009)
Optimal investment and production decisions and the value of the firm
Cortazar, Gonzalo, (1998)
A compound option model of production and intermediate inventories
Cortazar, Gonzalo, (1993)
Implementing a stochastic model for oil futures prices
Cortazar, Gonzalo, (2003)