Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of least squares Monte Carlo methods with applications to energy real options |
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Comparison of least squares Monte Carlo methods with applications to energy real options (English)
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24 May 2018
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energy
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real options
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least-squares Monte Carlo
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approximate dynamic programming
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information relaxation and duality
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