Valuation of energy storage: an optimal switching approach (Q3564806): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of energy storage: an optimal switching approach |
scientific article |
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Valuation of energy storage: an optimal switching approach (English)
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26 May 2010
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continuous time finance
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American style derivative securities
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commodity markets
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control of stochastic systems
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