首页> 外文OA文献 >Pricing of gas swing contracts with indexed strike: a viscosity solution approach with applications

【2h】

Pricing of gas swing contracts with indexed strike: a viscosity solution approach with applications

机译：带有定额罢工的气体摇摆合同的定价：一种具有应用程序的粘度解决方案

页面导航

著录项
相似文献
相关主题

著录项

作者
Edoli Enrico;
展开▼
作者单位

展开▼
年度 2013
总页数
原文格式 PDF
正文语种
中图分类

相似文献

外文文献
中文文献
专利

1. The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model [J] . Lingjie Shao, Kaili Xiang, Yang Song Journal of inequalities and applications . 2018,第1期

机译：体制转换均值回复模型下的波动期权定价的粘性解决方案方法
2. Semianalytical pricing and hedging of fixed and indexed energy swing contracts [J] . Benjamin Berger, Martin Dietrich, Rainer Doettling, The Journal of Energy Markets . 2018,第4期

机译：固定和指数化能源波动合约的半分析定价和对冲
3. Oil-indexed gas supply contracts protect against gas price volatility: GECF [J] . Stuart Elliott Platts Energy Trader . 2021,第Sepa30期

机译：石油公司燃气供应合同防范瓦斯价格波动：GECF
4. WILL RUSSIAN NATURAL GAS LONG-TERM CONTRACT PRICES REMAIN OIL PRICE DETERMINED AFTER THE END OF OIL-INDEXATION [C] . Peter Kaderjak, Peter Kotek, Alfa Diallo IAEE International Conference . 2018

机译：俄罗斯天然气长期合约价格将仍然在油价结束后确定油价
5. Pricing of swing options: A Monte Carlo simulation approach. [D] . Leow, Kai-Siong. 2013

机译：摇摆选项的定价：蒙特卡洛模拟方法。
6. The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model [O] . Lingjie Shao, Kaili Xiang, Yang Song -1

机译：体制转换均值回复模型下的波动期权定价的粘性解决方案方法
7. Oral Question (0-57/74) with debate pursuant to Rule 47 of the Rules of Procedure by Mr Couste and Mr Terrenoire on behalf of the Group of European Progressive Democrats to the Commission of the European Communities. Subject: Indexing of earnings: In view of the present rate of price increases in most Member States and with inflation expected in almostall sectors of the economy, the effect of an anti-inflationary policy as recently recommended by theCommission would undoubtedly be a recession, already reflected in the growing number of unemployed. In the light of this does the Commission not think that the best way to remedy this situation would be to draw up contracts expressing wages and salaries, interest rates and taxation in real terms, that is, in relation to overall price levels and not in nominal terms? Working Documents 1974-75, Document 328/74, 5 November 1974 [O] . 1974

机译：口头问题（0-57 / 74），由Couste先生和Terrenoire先生代表欧洲共同体委员会向欧洲共同体委员会代表欧洲进步民主党集团根据“议事规则”第47条进行辩论。主题：收益指数：鉴于目前大多数成员国的价格上涨速度以及几乎预期的通货膨胀率所有经济部门，最近推荐的反通胀政策的影响委员会无疑将是一场衰退，已经反映在越来越多的失业者身上。鉴于此，委员会不认为纠正这种情况的最佳方法是制定以实际价格表示工资和薪金，利率和税收的合同，即与总体价格水平有关而不是名义上的条款？工作文件1974-75，文件328/74，1974年11月5日
8. Max-Min Representations and Product Formulas for the Viscosity Solutions of Hamilton-Jacobi Equations with Applications to Differential Games [R] . Souganidis, P. E. 1985

机译：Hamilton-Jacobi方程粘性解的max-min表示和乘积公式及其在微分对策中的应用

Pricing of gas swing contracts with indexed strike: a viscosity solution approach with applications

著录项

相似文献

相关主题

期刊订阅