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  • Search: subject:"Major agent facing a crowd of physical arbitrageurs"
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Boundary conditions linked to state constraints 1 Economics of oil industry 1 Erdölindustrie 1 Major agent facing a crowd of physical arbitrageurs 1 Oil industry 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Achdou, Yves 1 Bertucci, Charles 1 Lasry, Jean-Michel 1 Lions, Pierre-Louis 1 Rostand, Antoine 1 Scheinkman, José Alexandre 1
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Finance and stochastics 1
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ECONIS (ZBW) 1
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A class of short-term models for the oil industry that accounts for speculative oil storage
Achdou, Yves; Bertucci, Charles; Lasry, Jean-Michel; … - In: Finance and stochastics 26 (2022) 3, pp. 631-669
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