Bjerksund, Petter; Myksvoll, Bjarte; Stensland, Gunnar - Institutt for foretaksøkonomi, Norges Handelshøyskole … - 2006
A flexible load contract is a type of swing option where the holder has the right to receive a given quantity of … delivery (the take hours) is called one day in advance. We investigate two simple strategies for managing flexible load …