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Dynamic programming
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Quadratic hedging of commodity and energy cash flows
Secomandi, Nicola
- In:
Emerging technology & advances in supply chain finance …
,
(pp. 157-174)
.
2019
Persistent link: https://www.econbiz.de/10012016337
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Optimal commodity trading with a capacitated storage asset
Secomandi, Nicola
- In:
Management science : journal of the Institute for …
56
(
2010
)
3
,
pp. 449-467
Persistent link: https://www.econbiz.de/10003962302
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The benefits of state aggregation with extreme-point weighting for assemble-to-order systems
Nadar, Emre
;
Akcay, Alp
;
Akan, Mustafa
;
Scheller-Wolf, Alan
- In:
Operations research
66
(
2018
)
4
,
pp. 1040-1057
Persistent link: https://www.econbiz.de/10011916650
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Merchant energy trading in a network
Nadarajah, Selvaprabu
;
Secomandi, Nicola
- In:
Operations research
66
(
2018
)
5
,
pp. 1304-1320
Persistent link: https://www.econbiz.de/10011932448
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