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Regression methods for pricing complex American-style options
The 8 references without a DOI — listed, not checked
no DOI — not checkedDimitri, P.: Dynamic Programming and Optimal Control, vol. II. Athena Scientific, Belmont (2001)
no DOI — not checkedEurogas, Eurogas Statistical Report 2013. http://www.eurogas.org/statistics/ , pp. 1–16 (2013)
no DOI — not checkedEydeland, A., Wolyniec, K.: Energy and power risk management: new developments in modeling, pricing, and hedging. Wiley, Hoboken (2003)
no DOI — not checkedGeman, H.: Modeling and Pricing for Agriculturals. Metals and Energy. Wiley, Chichester (2005)
no DOI — not checkedMaragos, S.: Valuation of the operational flexibility of natural gas storage reservoirs. In: Ronn EI (ed.) Real Options and Energy Management : Using Options Methodology to Enhance Capital Budgeting Decisions, pp. 431–456. Risk Books, London (2002)
no DOI — not checkedMartin, L.: Puterman, Markov Decision Processes: discrete stochastic dynamic programming. Wiley, New York (1994)
no DOI — not checkedRiess, V.: Gasspeicherbewertung: Strukturelle Analyse und Algorithmen, PhD Thesis KIT (2014). http://digbib.ubka.uni-karlsruhe.de/volltexte/1000041239
no DOI — not checkedWarren, B.: Powell, approximate dynamic programming: solving the curses of dimensionality. Wiley, Hoboken (2007)
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