Valuation of power plants (Q1754195): Difference between revisions

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+A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing
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+Investment timing and optimal capacity choice for small hydropower projects
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+Valuation of energy storage: an optimal switching approach
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+Sustainable management of fossil fuels: a dynamic stochastic optimization approach with jump-diffusion
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+Risk management of power portfolios and valuation of flexibility
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
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+Discrete time modeling of mean-reverting stochastic processes for real option valuation
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+Laplace and the origin of the Ornstein-Uhlenbeck process
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+Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes
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+Electricity prices and power derivatives: evidence from the Nordic Power Exchange
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+Hydropower with Financial Information*
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+A Simplex Method for Function Minimization
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+Martingales and First-Passage Times for Ornstein--Uhlenbeck Processes with a Jump Component
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+NATURAL GAS-FIRED POWER PLANTS VALUATION AND OPTIMIZATION UNDER LÉVY COPULAS AND REGIME SWITCHING
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+Valuation and Optimal Operation of Electric Power Plants in Competitive Markets
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+Optimal switching decisions under stochastic volatility with fast mean reversion
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+Short-Term Generation Asset Valuation: A Real Options Approach
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+Option pricing with mean reversion and stochastic volatility
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