Valuation of electricity swing options by multistage stochastic programming
type: Item
instance of: scholarly article
title: Valuation of electricity swing options by multistage stochastic programming
zbMATH Open document ID: 1177.90299
author: Gido Haarbrücker
author: Daniel Kuhn
published in: Automatica
publication date: 2009-06-11T00:00:00Z
full work available at URL: Valuation of Electricity Swing Options.pdf
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 93A30
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 5564276
zbMATH Keywords: stochastic programming
zbMATH Keywords: model approximation
zbMATH Keywords: discretization
zbMATH Keywords: energy
zbMATH Keywords: finance
zbMATH Keywords: swing option
MaRDI profile type: Publication
OpenAlex ID: W2123658477
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DOI: 10.1016/J.AUTOMATICA.2008.11.022
description: scientific article; zbMATH DE number 5564276