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Modeling of information flows in natural gas storage facility

The paper considers the natural-gas storage valuation based on the information-based pricing framework of Brody-Hughston-Macrina (BHM). As opposed to many studies which the associated filtration is considered pre-specified, this work tries to construct the filtration in terms of the information prov...

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書誌詳細
主要な著者:	Ranjbari, Leyla, Bahar, Arifah, Abdul Aziz, Zainal
フォーマット:	Conference or Workshop Item
出版事項:	2013
主題:	QA Mathematics
オンライン･アクセス:	http://eprints.utm.my/id/eprint/51175/ http://aip.scitation.org/doi/abs/10.1063/1.4823965
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

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