Volatility uncertainty quantification in a stochastic control problem applied to energy (Q2176387)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility uncertainty quantification in a stochastic control problem applied to energy |
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Volatility uncertainty quantification in a stochastic control problem applied to energy (English)
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4 May 2020
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chaos expansion
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uncertainty quantification
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stochastic control
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stochastic programming
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swing options
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Monte Carlo simulations
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