Zhuliang Chen, Peter A. Forsyth. A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation. SIAM J. Scientific Computing, 30(1):339-368, 2007. [doi]
@article{ChenF07:3,
title = {A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation},
author = {Zhuliang Chen and Peter A. Forsyth},
year = {2007},
doi = {10.1137/060672911},
url = {http://dx.doi.org/10.1137/060672911},
tags = {systematic-approach},
researchr = {https://researchr.org/publication/ChenF07%3A3},
cites = {0},
citedby = {0},
journal = {SIAM J. Scientific Computing},
volume = {30},
number = {1},
pages = {339-368},
}