Stochastic Path-Dependent Volatility Models for Price-Storage Dynamics in Natural Gas Markets and Discrete-Time Swing Option Pricing

Fuente: arXiv

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Bibliographic Details
Main Authors:	Qiu, Jinniao, Ware, Antony, Yang, Yang
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2406.16400