Valuation of electricity storage contracts using the COS method (Q2245038)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of electricity storage contracts using the COS method |
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Valuation of electricity storage contracts using the COS method (English)
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12 November 2021
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electricity storage
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valuation
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COS method
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Fourier-cosine expansions
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electricity prices
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polynomial processes
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