The evaluation of gas swing contracts with regime switching

Chiarella, C Clewlow, L Kang, B

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Publisher:: Springer
Publication Type:: Conference Proceeding
Citation:: Topics in Numerical Methods for Finance: Proceedings in Mathematics and Statistics, 2012, pp. 155 - 176
Issue Date:: 2012-01

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Field	Value	Language
dc.contributor.author	Chiarella, C	en_US
dc.contributor.author	Clewlow, L	en_US
dc.contributor.author	Kang, B	en_US
dc.contributor.editor	Cummins, M	en_US
dc.contributor.editor	Murphy, F	en_US
dc.contributor.editor	Miller, JJH	en_US
dc.date	2011-06-08	en_US
dc.date.issued	2012-01	en_US
dc.identifier.citation	Topics in Numerical Methods for Finance: Proceedings in Mathematics and Statistics, 2012, pp. 155 - 176	en_US
dc.identifier.isbn	978-1-4614-3432-0	en_US
dc.identifier.uri	http://hdl.handle.net/10453/22695
dc.publisher	Springer	en_US
dc.relation.ispartof	Topics in Numerical Methods for Finance: Proceedings in Mathematics and Statistics	en_US
dc.relation.ispartof	Numerical Methods for Finance Conference	en_US
dc.relation.isbasedon	10.1007/978-1-4614-3433-7_9	en_US
dc.title	The evaluation of gas swing contracts with regime switching	en_US
dc.type	Conference Proceeding
utslib.location	Germany	en_US
utslib.location.activity	Limerick, Ireland	en_US
utslib.for	150201 Finance	en_US
dc.location.activity	Limerick, Ireland	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Finance Discipline
utslib.copyright.status	closed_access
pubs.consider-herdc	true	en_US
pubs.finish-date	2011-06-10	en_US
pubs.place-of-publication	Germany	en_US
pubs.start-date	2011-06-08	en_US

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