Delta-hedging a hydropower plant using stochastic programming
Year of publication: |
2009
|
---|---|
Authors: | Fleten, Stein-Erik ; Wallace, Stein W. |
Published in: |
Optimization in the energy industry : [symposium with the title "Stochastic Optimization in the Energy Industry"]. - Berlin : Springer, ISBN 3-540-88964-7. - 2009, p. 507-524
|
Subject: | Stochastischer Prozess | Stochastic process | Wasserkraftwerk | Hydropower plant | Wasserkraft | Hydropower | Theorie | Theory |
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