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discontinuous drift
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Energy storage optimization
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Menoukeu-Pamen, Olivier
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Shardin, Anton A.
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Zhuo, Xiaoyang
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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Efficient piecewise trees for the generalized Skew Vasicek model with
discontinuous
drift
Zhuo, Xiaoyang
;
Menoukeu-Pamen, Olivier
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011687043
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2
Optimal control of an energy storage facility under a changing economic environment and partial information
Shardin, Anton A.
;
Szölgyenyi, Michaela
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011523933
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