Valuation of an American-style option on balancing reserve for a power system (2016)

First Author: Szabó DZ
Attributed to:  Nash equilibria for load balancing in networked power systems funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: http://www.maths.manchester.ac.uk/~goran/research-reports/psrr05-2016.pdf

Type: Working Paper