Pricing Asset Scheduling Flexibility using Optimal Switching (Q3617303)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Asset Scheduling Flexibility using Optimal Switching |
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Pricing Asset Scheduling Flexibility using Optimal Switching (English)
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23 March 2009
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optimal switching
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Monte Carlo
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operational flexibility
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impulse control
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Snell envelope
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