Name		Name	Last commit message	Last commit date
Latest commit History 34 Commits
6_BlkSch_FDM_Amer.pdf		6_BlkSch_FDM_Amer.pdf
American_Option_Pricing.py		American_Option_Pricing.py
Gas storage valuation and optimization - Copy.pdf		Gas storage valuation and optimization - Copy.pdf
Gas storage valuation and optimization.pdf		Gas storage valuation and optimization.pdf
Gas storage.pdf		Gas storage.pdf
Gas_storage_pricing_and_hedging_-_Cyriel_de_Jong_KYOS.pdf		Gas_storage_pricing_and_hedging_-_Cyriel_de_Jong_KYOS.pdf
JOD-Gas-storage-valuation-using-LSMC.pdf		JOD-Gas-storage-valuation-using-LSMC.pdf
LongstaffSchwartzAmericanOptionsLeastSquareMonteCarlo.pdf		LongstaffSchwartzAmericanOptionsLeastSquareMonteCarlo.pdf
README.md		README.md
Schwartz 2 factor model.pdf		Schwartz 2 factor model.pdf
SuttonBarto-RL-5Nov17.pdf		SuttonBarto-RL-5Nov17.pdf
alternate_version1.py		alternate_version1.py
class_alternate.py		class_alternate.py
coef_lag_period_version1.py		coef_lag_period_version1.py
coef_lag_period_version2.py		coef_lag_period_version2.py
gas_dejong.py		gas_dejong.py
gas_storage.py		gas_storage.py
gas_storage_1_vol.py		gas_storage_1_vol.py
gradient_descent_coef_lag_period.py		gradient_descent_coef_lag_period.py
indexation_oil_brute.py		indexation_oil_brute.py
rolling intrinsic.pdf		rolling intrinsic.pdf
spot price dynamics.pdf		spot price dynamics.pdf
spot process.pdf		spot process.pdf
test		test

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