Exercising flexible load contracts: Two simple strategies

DOI10.1002/ASMB.697zbMath1199.91201OpenAlexW3124251249MaRDI QIDQ3552616

Gunnar Stensland, Petter Bjerksund, Bjarte Myksvoll

Publication date: 22 April 2010

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.697

zbMATH Keywords

energyuncertaintyflexibilityswing optionload contracts

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)

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