Nils Löhndorf, David Wozabal. Gas storage valuation in incomplete markets. European Journal of Operational Research, 288(1):318-330, 2021. [doi]
@article{LohndorfW21, title = {Gas storage valuation in incomplete markets}, author = {Nils Löhndorf and David Wozabal}, year = {2021}, doi = {10.1016/j.ejor.2020.05.044}, url = {https://doi.org/10.1016/j.ejor.2020.05.044}, researchr = {https://researchr.org/publication/LohndorfW21}, cites = {0}, citedby = {0}, journal = {European Journal of Operational Research}, volume = {288}, number = {1}, pages = {318-330}, }