Efficient stochastic programming techniques for electricity swing options
Marc C. Steinbach and Hans-Joachim Vollbrecht
| Year of publication: |
2009
|
|---|---|
| Authors: | Steinbach, Marc C. ; Vollbrecht, Hans-Joachim |
| 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. 485-506
|
| Subject: | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Optionspreistheorie | Option pricing theory | Elektrizitätswirtschaft | Electric power industry | Energiemarkt | Energy market |
| 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/10009155642