"A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal ..."

Zhuliang Chen, Peter A. Forsyth (2007)

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DOI: 10.1137/060672911

access: closed

type: Journal Article

metadata version: 2020-07-30

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Zhuliang Chen, Peter A. Forsyth:
A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation. SIAM J. Sci. Comput. 30(1): 339-368 (2007)

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