Paul Johnson

Available identifiers

Publication	Date of Publication	Type
Optimal trading of imbalance options for power systems using an energy storage device	2020-05-26	Paper
Hedge-fund management with liquidity constraint	2019-11-08	Paper
Revenue management of airport car parks in continuous time	2019-09-25	Paper
The optimal interaction between a hedge fund manager and investor	2019-05-15	Paper
Partial differential equation methods for stochastic dynamic optimization: an application to wind power generation with energy storage	2018-12-13	Paper
Perpetual options on multiple underlyings	2018-09-11	Paper
Optimal costless extraction rate changes from a non-renewable resource	2015-07-30	Paper
Optimal regulatory control of early contract termination	2014-06-30	Paper
A bridge between American and European options: the ``Ameripean delayed-exercise model	2012-04-19	Paper
A partial differential equation system for modelling stochastic storage in physical systems with applications to wind power generation	2011-07-28	Paper

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