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Revision as of 14:25, 22 March 2024
scientific article
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English | Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches |
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Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (English)
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4 February 2015
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pricing
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swing option
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bilevel optimization
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stochastic optimization
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Stackelberg game
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