Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (Q2514869)
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scientific article; zbMATH DE number 6396946
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| English | Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches |
scientific article; zbMATH DE number 6396946 |
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Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (English)
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4 February 2015
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pricing
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swing option
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bilevel optimization
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stochastic optimization
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Stackelberg game
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0.9354757
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0.9347501
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0.91748387
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0.89183336
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0.8833783
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0.8795526
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0.8779547
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0.8776522
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0.8773909
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