Efficient stochastic programming techniques for electricity swing options
Year of publication: |
2009
|
---|---|
Authors: | Steinbach, Marc C. ; Vollbrecht, Hans-Joachim |
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. 485-506
|
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
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