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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| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Published: |
2013
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/51175/ http://aip.scitation.org/doi/abs/10.1063/1.4823965 |
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