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Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes.

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Bibliographic Details
Title: Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes.
Authors: Safarov, N.1, nematsafarov88@gmail.com, Atkinson, C.1
Source: International Journal of Computer Mathematics; Nov2017, Vol. 94 Issue 11, p2147-2165, 19p
Database: Applied Science & Technology Source
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ISSN:00207160
DOI:10.1080/00207160.2016.1168518