The Evaluation of Gas Sales Agreements with Indexation using GPUs


A typical gas sales agreement is an agreement between a supplier and a purchaser for the delivery of variable daily quantities of gas between specified minimum and maximum daily limits. The main constraint of such an... [ view full abstract ]


  1. Wenfeng Dong (University of York)
  2. Boda Kang (University of York)

Topic Areas

Commodities , Computational Finance , Energy Finance


TU-A-DA » Computational Finance (11:30 - Tuesday, 17th July, Davis)

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