Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (Q2514869)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches |
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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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