Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185)
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scientific article; zbMATH DE number 6872200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of least squares Monte Carlo methods with applications to energy real options |
scientific article; zbMATH DE number 6872200 |
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Comparison of least squares Monte Carlo methods with applications to energy real options (English)
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24 May 2018
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energy
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real options
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least-squares Monte Carlo
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approximate dynamic programming
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information relaxation and duality
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0.8981115
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0.89505285
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0.88863724
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0.87902784
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0.87672114
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0.87324625
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0.87150896
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