Valuation of energy storage: an optimal switching approach
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Publication:3564806
DOI10.1080/14697680902946514zbMath1203.91286OpenAlexW2072321868MaRDI QIDQ3564806
Michael Ludkovski, René A. Carmona
Publication date: 26 May 2010
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680902946514
commodity marketscontrol of stochastic systemscontinuous time financeAmerican style derivative securities
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