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Analysis of a multiple year gas sales agreement with make-up, carry-forward and indexation
Dong, Wenfeng
;
Kang, Boda
- In:
Energy economics
79
(
2019
),
pp. 76-96
Persistent link: https://www.econbiz.de/10012172262
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Evaluation of gas sales agreements with indexation using tree and least-squares Monte Carlo methods on graphics processing units
Dong, Wenfeng
;
Kang, Boda
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 501-522
Persistent link: https://www.econbiz.de/10012483836
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