Pricing energy derivatives by linear programming : tolling agreement contracts
Year of publication: |
2011
|
---|---|
Authors: | Ryabchenko, Valeriy ; Uryasev, Stan |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 14.2010/11, 3, p. 73-126
|
Subject: | Mathematische Optimierung | Mathematical programming | Derivat | Derivative | Energiemarkt | Energy market | Maut | Road pricing | Theorie | Theory | Vertrag | Contract | Energiepreis | Energy price |
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