An options pricing approach to ramping rate restrictions at hydro power plants (Q1656523)
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scientific article; zbMATH DE number 6916272
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An options pricing approach to ramping rate restrictions at hydro power plants |
scientific article; zbMATH DE number 6916272 |
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An options pricing approach to ramping rate restrictions at hydro power plants (English)
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10 August 2018
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ramping rate
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regime switching
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hydro power plant
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electricity
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stochastic control
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Hamilton Jacobi Bellman-partial differential equation
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0.8682125
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0.86551446
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0.8631529
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0.84250754
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0.8405666
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