Pages that link to "Item:Q836863"

The following pages link to Valuation of power plants by utility indifference and numerical computation (Q836863):

Displaying 15 items.

• Spatial dependencies of wind power and interrelations with spot price dynamics (Q299819) (← links)
• Optimal switching at Poisson random intervention times (Q316899) (← links)
• An existence theorem for multidimensional BSDEs with mixed reflections (Q338066) (← links)
• Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
• Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time (Q388138) (← links)
• Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
• Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis (Q616310) (← links)
• Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492) (← links)
• Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
• Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763) (← links)
• Irreversible investments with delayed reaction: an application to generation re-dispatch in power system operation (Q2454075) (← links)
• TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
• A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
• Robust utility maximisation with intractable claims (Q6074011) (← links)
• A review of the operations literature on real options in energy (Q6112582) (← links)