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Curtailing the range for lattice and grid methods

Andricopoulos, Ari D.; Widdick, Martin; Duck, Peter W.; … - In: The journal of derivatives : the official publication … 11 (2004) 4, pp. 55-61

Persistent link: https://www.econbiz.de/10002108943

Enhancing the accuracy of pricing American and Bermudan options

Duck, Peter W.; Newton, David P.; Widdicks, Martin; … - In: The journal of derivatives : the official publication … 12 (2004) 4, pp. 34-44

Persistent link: https://www.econbiz.de/10003010747

Enhancing the Accuracy of Pricing American and Bermudan Options

Duck, Peter W.; Newton, David P.; Widdicks, Martin; … - In: The journal of derivatives : the official publication … 12 (2005) 4, pp. 34-44

Persistent link: https://www.econbiz.de/10005921778

Curtailing the Range for Lattice and Grid Methods

Andricopoulos, Ari D.; Widdicks, Martin; Duck, Peter W.; … - In: The journal of derivatives : the official publication … 11 (2004) 4, pp. 55-61

Persistent link: https://www.econbiz.de/10005926804

Coordination and uncertainty in strategic network investment : case on the North Seas Grid

Konstantelos, Ioannis; Moreno, Rodrigo; Strbac, Goran - In: Energy economics 64 (2017), pp. 131-148

Persistent link: https://www.econbiz.de/10011758088

A MILP model for optimising multi-service portfolios of distributed energy storage

Moreno, Rodrigo; Moreira, Roberto; Strbac, Goran - In: Applied Energy 137 (2015) C, pp. 554-566

Energy storage has the potential to provide multiple services to several sectors in electricity industry and thus support activities related to generation, network and system operation. Hence aggregating the value delivered by storage to these sectors is paramount for promoting its efficient...

Persistent link: https://www.econbiz.de/10011116062