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Pathwise Optimization for Merc...
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ECONIS (ZBW)
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Least squares Monte Carlo and pathwise optimization for merchant energy production
Yang, Bo
;
Nadarajah, Selvaprabu
;
Secomandi, Nicola
- In:
Operations research
72
(
2024
)
6
,
pp. 2758-2775
Persistent link: https://www.econbiz.de/10015371559
Saved in:
2
Relaxations of approximate linear programs for the real option management of commodity storage
Nadarajah, Selvaprabu
;
Margot, François
;
Secomandi, Nicola
- In:
Management science : journal of the Institute for …
61
(
2015
)
12
,
pp. 3054-3076
Persistent link: https://www.econbiz.de/10011413516
Saved in:
3
Merchant energy trading in a network
Nadarajah, Selvaprabu
;
Secomandi, Nicola
- In:
Operations research
66
(
2018
)
5
,
pp. 1304-1320
Persistent link: https://www.econbiz.de/10011932448
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4
Relationship between least squares Monte Carlo and approximate linear programming
Nadarajah, Selvaprabu
;
Secomandi, Nicola
- In:
Operations research letters
45
(
2017
)
5
,
pp. 409-414
Persistent link: https://www.econbiz.de/10011774608
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5
Comparison of least squares Monte Carlo methods with applications to energy real options
Nadarajah, Selvaprabu
;
Margot, François
;
Secomandi, Nicola
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 196-204
Persistent link: https://www.econbiz.de/10011611249
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6
A review of the operations literature on real options in energy
Nadarajah, Selvaprabu
;
Secomandi, Nicola
- In:
European journal of operational research : EJOR
309
(
2023
)
2
,
pp. 469-487
Persistent link: https://www.econbiz.de/10014291552
Saved in:
7
Corporate renewable procurement analytics
Nadarajah, Selvaprabu
- In:
Frontiers in supply chain finance and risk management
,
(pp. 87-108)
.
2023
Persistent link: https://www.econbiz.de/10014336553
Saved in:
8
Quadratic hedging of commodity and energy cash flows
Secomandi, Nicola
- In:
Emerging technology & advances in supply chain finance …
,
(pp. 157-174)
.
2019
Persistent link: https://www.econbiz.de/10012016337
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9
Quadratic hedging of risk neutral values
Secomandi, Nicola
- In:
Energy economics
112
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013350771
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10
Quadratic hedging and optimization of option exercise policies
Secomandi, Nicola
- In:
Thought-leadership in supply chain finance and risk …
,
(pp. 1-25)
.
2022
Persistent link: https://www.econbiz.de/10013334712
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