Levy process-driven mean-reverting electricity price model: the marginal distribution analysis
Decision Support Systems - Challenges of restructuring the power industry
Valuation of electricity swing options by multistage stochastic programming
Automatica (Journal of IFAC)
A semi-dynamic approach for valuing and hedging options on two assets with continuous payout
FEA '07 Proceedings of the Fourth IASTED International Conference on Financial Engineering and Applications
Levy process-driven mean-reverting electricity price model: the marginal distribution analysis
Decision Support Systems - Challenges of restructuring the power industry
On the Pricing of Natural Gas Pipeline Capacity
Manufacturing & Service Operations Management
Integrated Optimization of Procurement, Processing, and Trade of Commodities
Operations Research
Manufacturing & Service Operations Management
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