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Optimal entry to an irreversible investment plan with non convex costs (2017)

First Author: De Angelis T

Attributed to: Optimal Prediction in Local Electricity Markets funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s11579-017-0187-y

Publication URI: http://dx.doi.org/10.1007/s11579-017-0187-y

Type: Journal Article/Review

Parent Publication: Mathematics and Financial Economics

Issue: 4