Pages that link to "Item:Q1042024"
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The following pages link to Electricity swing options: behavioral models and pricing (Q1042024):
Displaying 16 items.
- Forest of stochastic meshes: a new method for valuing high-dimensional swing options (Q631202) (← links)
- Valuation of electricity swing options by multistage stochastic programming (Q1023350) (← links)
- A multistage stochastic programming approach for preventive maintenance scheduling of GENCOs with natural gas contract (Q2023991) (← links)
- Hedging with automatic liquidation and leverage selection on bitcoin futures (Q2106762) (← links)
- Optimal trading of imbalance options for power systems using an energy storage device (Q2183301) (← links)
- Valuation and pricing of electricity delivery contracts: the producer's view (Q2327681) (← links)
- Pricing and risk of swing contracts in natural gas markets (Q2418428) (← links)
- A continuous time model to price commodity-based swing options (Q2490450) (← links)
- Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (Q2514869) (← links)
- A Multi-stage Stochastic Programming Model for Managing Risk-optimal Electricity Portfolios (Q2974429) (← links)
- Pricing swing options in the electricity markets under regime-switching uncertainty (Q2994840) (← links)
- Interruptible Electricity Contracts from an Electricity Retailer's Point of View: Valuation and Optimal Interruption (Q3392009) (← links)
- Exotic Options for Interruptible Electricity Supply Contracts (Q3635143) (← links)
- Modeling and evaluation of the option book hedging problem using stochastic programming (Q5001128) (← links)
- Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes (Q5746734) (← links)
- Swing option pricing consistent with futures smiles (Q6581586) (← links)
