Search Results - subject:"General diffusion"

Imbalance market real options and the valuation of storage in future energy systems

Moriarty, John; Palczewski, Jan - In: Risks 7 (2019) 2, pp. 1-30

As decarbonisation progresses and conventional thermal generation gradually gives way to other technologies including intermittent renewables, there is an increasing requirement for system balancing from new and also fast-acting sources such as battery storage. In the deregulated context, this...

Persistent link: https://www.econbiz.de/10013200457

Imbalance market real options and the valuation of storage in future energy systems

Moriarty, John; Palczewski, Jan - In: Risks : open access journal 7 (2019) 2/39, pp. 1-30

Persistent link: https://www.econbiz.de/10012019299

Dividend optimization for regime-switching general diffusions

Zhu, Jinxia; Chen, Feng - In: Insurance: Mathematics and Economics 53 (2013) 2, pp. 439-456

We consider the optimal dividend distribution problem of a financial corporation whose surplus is modeled by a general … diffusion process with both the drift and diffusion coefficients depending on the external economic regime as well as the …

Persistent link: https://www.econbiz.de/10010702910

Dividend optimization for regime-switching general diffusions

Zhu, Jinxia; Chen, Fen - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 439-456

Persistent link: https://www.econbiz.de/10010195911

Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints

Bai, Lihua; Hunting, Martin; Paulsen, Jostein - In: Finance and Stochastics 16 (2012) 3, pp. 477-511

Persistent link: https://www.econbiz.de/10010557975