Pages that link to "Item:Q1023350"
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The following pages link to Valuation of electricity swing options by multistage stochastic programming (Q1023350):
Displaying 16 items.
- Forest of stochastic meshes: a new method for valuing high-dimensional swing options (Q631202) (← links)
- A multistage stochastic programming approach for preventive maintenance scheduling of GENCOs with natural gas contract (Q2023991) (← links)
- Valuation of swing options under a regime-switching mean-reverting model (Q2298579) (← links)
- Valuation and pricing of electricity delivery contracts: the producer's view (Q2327681) (← links)
- Swing options in commodity markets: a multidimensional Lévy diffusion model (Q2441571) (← links)
- Aggregation and discretization in multistage stochastic programming (Q2476988) (← 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)
- PRICING SWING OPTIONS WITH TYPICAL CONSTRAINTS (Q3105724) (← links)
- Modeling and evaluation of the option book hedging problem using stochastic programming (Q5001128) (← links)
- SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION (Q5210912) (← links)
- DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS (Q5247424) (← links)
- (Q5506147) (← links)
- Distributed energy resources flexibility as volumetric options on electricity (Q6187722) (← links)
- Swing option pricing consistent with futures smiles (Q6581586) (← links)
