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Electricity swing option pricing by stochastic bilevel optimization : a survey and new approaches
Kovacevic, Raimund; Pflug, Georg - In: European journal of operational research : EJOR 237 (2014) 2, pp. 389-403
Persistent link: https://www.econbiz.de/10010380026
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Electricity swing options : behavioral models and pricing
Pflug, Georg; Broussev, Nikola - In: European journal of operational research : EJOR 197 (2009) 3, pp. 1041-1050
Persistent link: https://www.econbiz.de/10003839282
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Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
Maier, Sebastian; Pflug, Georg; Polak, John W. - In: European journal of operational research : EJOR 285 (2020) 1, pp. 133-147
Persistent link: https://www.econbiz.de/10012239492