NATURAL GAS-FIRED POWER PLANTS VALUATION AND OPTIMIZATION UNDER LÉVY COPULAS AND REGIME SWITCHING (Q2970319)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NATURAL GAS-FIRED POWER PLANTS VALUATION AND OPTIMIZATION UNDER LÉVY COPULAS AND REGIME SWITCHING |
scientific article |
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NATURAL GAS-FIRED POWER PLANTS VALUATION AND OPTIMIZATION UNDER LÉVY COPULAS AND REGIME SWITCHING (English)
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30 March 2017
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power plant
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stochastic control
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coupled HJB equations
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Lévy copulas, regime switching
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