Valuation of electricity swing options by multistage stochastic programming (Q1023350)
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scientific article; zbMATH DE number 5564276
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of electricity swing options by multistage stochastic programming |
scientific article; zbMATH DE number 5564276 |
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Valuation of electricity swing options by multistage stochastic programming (English)
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11 June 2009
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stochastic programming
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model approximation
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discretization
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energy
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finance
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swing option
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