Search Results - subject:"Dynamic programming problem"

Swing options in commodity markets: a multidimensional Lévy diffusion model

Eriksson, Marcus; Lempa, Jukka; Nilssen, Trygve - In: Mathematical Methods of Operations Research 79 (2014) 1, pp. 31-67

a dynamic programming problem where the option can be exercised continuously in time. Here, the number of swing rights …

Persistent link: https://www.econbiz.de/10010950110

Swing options in commodity markets: a multidimensional Lévy diffusion model

Eriksson, Marcus; Lempa, Jukka; Nilssen, Trygve - In: Computational Statistics 79 (2014) 1, pp. 31-67

a dynamic programming problem where the option can be exercised continuously in time. Here, the number of swing rights …

Persistent link: https://www.econbiz.de/10010759320

Swing options in commodity markets : a multidimensional Lévy diffusion model

Eriksson, Marcus; Lempa, Jukka; Nilssen, Trygve Kastberg - In: Mathematical methods of operations research 79 (2014) 1, pp. 31-67

Persistent link: https://www.econbiz.de/10010347962

Demand-Side Technology Standards Under Inefficient Pricing Regimes

Timmins, Christopher - In: Environmental & Resource Economics 26 (2003) 1, pp. 107-124

When price-setting regulators haveobjectives other than maximizing socialsurplus, the conservation potential ofdemand-side technology standards can besignificantly diminished. This paperdemonstrates this by empirically recovering thesocially sub-optimal preferences of a group ofwater managers in...

Persistent link: https://www.econbiz.de/10005722063