Sensitivity analysis of energy contracts by stochastic programming techniques
J. Frédéric Bonnans, Zhihao Cen, and Thibault Christel
| Year of publication: |
2012
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|---|---|
| Authors: | Bonnans, J. Frédéric ; Cen, Zhihao ; Christel, Thibault |
| Published in: |
Numerical methods in finance : Bordeaux, June 2010. - Berlin : Springer, ISBN 3-642-25745-3. - 2012, p. 447-471
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| Subject: | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Sensitivitätsanalyse | Sensitivity analysis | 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/10009577185