On the Optimal Exercise Boundaries of Swing Put Options (2018)
Attributed to:
Optimal Prediction in Local Electricity Markets
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1287/moor.2017.0862
Publication URI: http://dx.doi.org/10.1287/moor.2017.0862
Type: Journal Article/Review
Parent Publication: Mathematics of Operations Research
Issue: 1