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Pricing hydroelectric power plants with/without operational restrictions : a stochastic control approach
Chen, Zhuliang
;
Forsyth, Peter A.
- In:
Nonlinear models in mathematical finance : new research …
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(pp. 273-301)
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2008
Persistent link: https://www.econbiz.de/10011954476
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Simulations for hedging financial contracts with optimal decisions
Windcliff, H.
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Forsyth, Peter A.
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Vetzal, Kenneth R.
; …
- In:
Computational methods in decision-making, economics and …
,
(pp. 271-296)
.
2010
Persistent link: https://www.econbiz.de/10009153080
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