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Revision as of 22:29, 1 July 2024

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Valuation of power plants by utility indifference and numerical computation
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    Valuation of power plants by utility indifference and numerical computation (English)
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    9 September 2009
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    real option
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    backward stochastic differential equation
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    utility indifference
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    nonlinear Monte Carlo methods
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    finite differences for PDE
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