Pricing hydroelectric power plants with/without operational restrictions : a stochastic control approach
Zhuliang Chen and Peter A. Forsyth
| Year of publication: |
2008
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|---|---|
| Authors: | Chen, Zhuliang ; Forsyth, Peter |
| Published in: |
Nonlinear models in mathematical finance : new research trends in option pricing. - New York, NY : Nova Science Publ., ISBN 978-1-60456-931-5. - 2008, p. 273-301
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| Subject: | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Wasserkraftwerk | Hydropower plant | Wasserkraft | Hydropower | Mathematische Optimierung | Mathematical programming |
| 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/10011954476