Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Comparison of least squares Monte Carlo methods with applications to energy real options |
scientific article; zbMATH DE number 6872200
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Comparison of least squares Monte Carlo methods with applications to energy real options |
scientific article; zbMATH DE number 6872200 |
Statements
Comparison of least squares Monte Carlo methods with applications to energy real options (English)
0 references
24 May 2018
0 references
energy
0 references
real options
0 references
least-squares Monte Carlo
0 references
approximate dynamic programming
0 references
information relaxation and duality
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8981115
0 references
0.89505285
0 references
0.88863724
0 references
0.87902784
0 references
0.87871426
0 references
0.87672114
0 references
0.87324625
0 references
0.87150896
0 references
