APPLICATION OF MARKOV CHAIN MODELS FOR SHORT-TERM GENERATION ASSETS VALUATION

DOI10.1017/S0269964806060086MaRDI QIDQ5291233zbMATH OpenOpenAlexFDO

Authors Wang Yu, G. Sheble, Manuel A. Matos

Publication date 9 May 2006

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964806060086

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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Cites work

• American option pricing under GARCH by a Markov chain approximation
• INCORPORATING OPERATIONAL CHARACTERISTICS AND START-UP COSTS IN OPTION-BASED VALUATION OF POWER GENERATION CAPACITY

Cited in

(4)

• A customer based supplier selection process that combines quality function deployment, the analytic network process and a Markov chain
• Short-Term Generation Asset Valuation: A Real Options Approach
• scientific article; zbMATH DE number 1263807 (Why is no real title available?)
• A semi-Markov model of the variability of power generation from renewable sources

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