Valuation of long term, flexible gas contracts

Holden, Lars; Løland, Anders; Lindqvist, Ola

May 06, 2009

SAMBA

• Areas: Finance, insurance and commodity markets
• Keywords: Gas prices, oil prices, Least Squares Monte Carlo, flexibility, carry forward
• Page(s): 18
• Name and number of project: SFI04-Swing 220370
• Title: Valuation of long term, flexible gas contracts
• Author(s): Holden, Lars; Løland, Anders; Lindqvist, Ola
• Report number: SAMBA/06/09
• Published date: May 06, 2009