Pages that link to "Item:Q1752185"

The following pages link to Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185):

Displaying 20 items.

• Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
• Optimal decision policy for real options under general Markovian dynamics (Q2028909) (← links)
• Socially responsible merchant operations: comparison of shutdown-averse CVaR and anticipated regret policies (Q2060601) (← links)
• Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (Q2076899) (← links)
• Automatic model training under restrictive time constraints (Q2108929) (← links)
• A bias-corrected least-squares Monte Carlo for solving multi-period utility models (Q2157230) (← links)
• Moving average options: machine learning and Gauss-Hermite quadrature for a double non-Markovian problem (Q2158055) (← links)
• Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
• Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations (Q2178364) (← links)
• Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties (Q2183319) (← links)
• ``Regression anytime'' with brute-force SVD truncation (Q2240846) (← links)
• Optimal expansion timing decisions in multi-stage PPP projects involving dedicated asset and government subsidies (Q2244198) (← links)
• Recursive lower and dual upper bounds for Bermudan-style options (Q2273928) (← links)
• General lattice methods for arithmetic Asian options (Q2286910) (← links)
• Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach (Q2289885) (← links)
• Designing higher value roads to preserve species at risk by optimally controlling traffic flow (Q2678614) (← links)
• A class of finite-dimensional numerically solvable McKean-Vlasov control problems (Q4967867) (← links)
• Evaluation of gas sales agreements with indexation using tree and least-squares Monte Carlo methods on graphics processing units (Q4991090) (← links)
• A review of the operations literature on real options in energy (Q6112582) (← links)
• Distributed energy resources flexibility as volumetric options on electricity (Q6187722) (← links)