INCORPORATING OPERATIONAL CHARACTERISTICS AND START-UP COSTS IN OPTION-BASED VALUATION OF POWER GENERATION CAPACITY
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Publication:4450389
DOI10.1017/S0269964803172014zbMath1065.60062MaRDI QIDQ4450389
Publication date: 15 February 2004
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Derivative securities (option pricing, hedging, etc.) (91G20)
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