Delta-Hedging a Hydropower Plant Using Stochastic Programming

DOI10.1007/978-3-540-88965-6_22MaRDI QIDQ3628675zbMATH OpenOpenAlexFDO

Authors Stein-Erik Fleten, Stein W. Wallace

Publication date 20 May 2009

Published in Optimization in the Energy Industry (Search for Journal in Brave)

Full work available at URL http://edoc.hu-berlin.de/18452/9042

Mathematics Subject Classification ID

Deterministic scheduling theory in operations research (90B35) Stochastic programming (90C15)

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