APPLICATION OF MARKOV CHAIN MODELS FOR SHORT-TERM GENERATION ASSETS VALUATION

DOI10.1017/S0269964806060086zbMath1136.91465OpenAlexW2147705395MaRDI QIDQ5291233

Manuel A. Matos, G. Sheble, Wang Yu

Publication date: 9 May 2006

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964806060086

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (1)

A customer based supplier selection process that combines quality function deployment, the analytic network process and a Markov chain

Cites Work

• INCORPORATING OPERATIONAL CHARACTERISTICS AND START-UP COSTS IN OPTION-BASED VALUATION OF POWER GENERATION CAPACITY
• American option pricing under GARCH by a Markov chain approximation

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