Pricing swing options in the electricity markets under regime-switching uncertainty (Q2994840)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing swing options in the electricity markets under regime-switching uncertainty |
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Pricing swing options in the electricity markets under regime-switching uncertainty (English)
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29 April 2011
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swing option
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regime-switching process
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mean-reverting process
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electricity market
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