The intrinsic storage value of a facility is the value of the best injection and withdrawal schedule on today’s forward curve, locked in by trading the forwards: a deterministic optimisation.
Quantitative Finance · शब्दावली
Quantitative Finance · शब्दावली
The intrinsic storage value of a facility is the value of the best injection and withdrawal schedule on today’s forward curve, locked in by trading the forwards: a deterministic optimisation.