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~isPartOf:"Applied financial economics"
~isPartOf:"INFORMS journal on computing : JOC"
~subject:"Dynamic programming"
~subject:"Optionspreistheorie"
~type:"article"
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Benchmarking a scalable approximate dynamic programming algorithm for stochastic control of grid-level energy storage
Salas, Daniel F.
;
Powell, Warren B.
- In:
INFORMS journal on computing : JOC
30
(
2018
)
1
,
pp. 106-123
Persistent link: https://www.econbiz.de/10011848153
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On the use and improvement of Hull and White's control variate technique
Chung, San-Lin
;
Shackleton, Mark B.
- In:
Applied financial economics
15
(
2005
)
16
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pp. 1171-1179
Persistent link: https://www.econbiz.de/10003213709
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