Valuation of energy storage: an optimal switching approach (Q3564806): Difference between revisions

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+René A. Carmona
@@ Property / author: René A. Carmona / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697680902946514
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@@ Property / OpenAlex ID @@
+W2072321868
@@ Property / OpenAlex ID: W2072321868 / rank @@
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@@ Property / cites work @@
+Numerical methods for the pricing of swing options: a stochastic control approach
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+Pricing Asset Scheduling Flexibility using Optimal Switching
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+Valuation of Commodity-Based Swing Options
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+Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case
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+The Mathematics of Financial Derivatives
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