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Full value of gas storage

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Alexander Krogh
Alexander Krogh on 12 Jun 2020
Closed: John D'Errico on 12 Jun 2020
Dear Community
I need your help.
Does any one of you know if the is an application calculating the full value of a gas storage and optimizing the storages based delta hedges calculated from a spot optimization like the one Ameya Deoras developed for intrinsic and rolling intrinsic value of gas storages?
https://se.mathworks.com/support/search.html/videos/natural-gas-storage-valuation-with-matlab-94575.html?q=&fq=asset_type_name:video%20category:stats/index&page=1
Looking forward to see if anyone can help :)

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