Electricity swing options: behavioral models and pricing
type: Item
instance of: scholarly article
title: Electricity swing options: behavioral models and pricing
zbMATH Open document ID: 1176.90445
author: Georg Ch. Pflug
author: Nikola Broussev
published in: European Journal of Operational Research
publication date: 2009-12-07T00:00:00Z
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 5642803
zbMATH Keywords: stochastic programming
zbMATH Keywords: OR in energy
zbMATH Keywords: pricing
zbMATH Keywords: swing option
zbMATH Keywords: behavioral model
zbMATH Keywords: equilibrium price
MaRDI profile type: Publication
full work available at URL: j.ejor.2007.12.047
OpenAlex ID: W2031543303
Wikidata QID: Q59254993
cites work: Optimal Multiple Stopping of Linear Diffusions
cites work: OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
cites work: Q3944346
cites work: Valuation of Commodity-Based Swing Options
cites work: Q4810486
cites work: MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS
cites work: Some remarks on the value-at-risk and the conditional value-at-risk
DOI: 10.1016/J.EJOR.2007.12.047
DBLP publication ID: journals/eor/PflugB09
description: scientific article; zbMATH DE number 5642803