Short-Term Generation Asset Valuation: A Real Options Approach

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Publication:3635093


DOI10.1287/opre.50.2.297.429zbMath1163.91425MaRDI QIDQ3635093

Chung-Li Tseng, Graydon Barz

Publication date: 3 July 2009

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/8bf238baa3829edd8aa4f7dd5fb07b910a5dc502


90C15: Stochastic programming

91B74: Economic models of real-world systems (e.g., electricity markets, etc.)

91G50: Corporate finance (dividends, real options, etc.)


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