A Framework Using Two-Factor Price Lattices for Generation Asset Valuation
From MaRDI portal
Publication:3392072
DOI10.1287/opre.1060.0355zbMath1167.91403OpenAlexW2079052886MaRDI QIDQ3392072
Publication date: 13 August 2009
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/60a5e4e8560be9719b1b0459d565a63b9bf8d322
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (6)
Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process ⋮ A review of the operations literature on real options in energy ⋮ A decision-making tool for project investments based on real options: the case of wind power generation ⋮ Real options in operations research: a review ⋮ A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes ⋮ Leaving well-worn paths: reversal of the investment-uncertainty relationship and flexible biogas plant operation
This page was built for publication: A Framework Using Two-Factor Price Lattices for Generation Asset Valuation
