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A partial differential equation system for modelling stochastic storage in physical systems with applications to wind power generation
Howell, Sydney D.; Duck, Peter W.; Hazel, Andrew; … - In: IMA journal of management mathematics 22 (2011) 3, pp. 231-252
Persistent link: https://www.econbiz.de/10009297144
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Perpetual options on multiple underlyings
Duck, Peter W.; Evatt, Geoffrey W.; Johnson, Paul V. - In: Applied mathematical finance 21 (2014) 1/2, pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
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The optimal interaction between a hedge fund manager and investor
Ramirez, Hugo Eduardo; Johnson, Paul; Duck, Peter; … - In: Applied mathematical finance 25 (2018) 5/6, pp. 483-510
Persistent link: https://www.econbiz.de/10012129178
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Flexible Short-Term Power Trading : Gathering Experience in EU Countries
Neuhoff, Karsten - 2015
EU power market design has been focused on facilitating trading between countries and for this has defined interfaces for market participants and TSOs between countries. The operation of power systems and markets within countries was not the focus of these developments. This may have contributed...
Persistent link: https://www.econbiz.de/10013018279