Delta-hedging a hydropower plant using stochastic programming
Stein-Erik Fleten and Stein W. Wallace
| Year of publication: |
2009
|
|---|---|
| Authors: | Fleten, Stein-Erik ; Wallace, Stein W. |
| Published in: |
Optimization in the energy industry : [symposium with the title "Stochastic Optimization in the Energy Industry"]. - Berlin : Springer, ISBN 3-540-88964-7. - 2009, p. 507-524
|
| Subject: | Stochastischer Prozess | Stochastic process | Wasserkraft | Hydropower | Wasserkraftwerk | Hydropower plant | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009155640