Real option valuation for reserve capacity (Q1752795)

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Real option valuation for reserve capacity
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    title
    Real option valuation for reserve capacity (English)
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    author
    John Moriarty
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    Jan Palczewski
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    publication date
    24 May 2018
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    Mathematics Subject Classification ID
    91G20
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    60G40
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    91G10
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    zbMATH DE Number
    6872925
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    zbMATH Keywords
    applied probability
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    OR in energy
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    real option
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    power system balancing
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    capacity market
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