Delta-Hedging a Hydropower Plant Using Stochastic Programming
Abstract
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Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/978-3-540-88965-6_22
Publication URI: http://dx.doi.org/10.1007/978-3-540-88965-6_22
Type: Book Chapter
Book Title: Optimization in the Energy Industry (2009)
Page Reference: 507-524
ISBN: 978-3-540-88964-9
ISSN: 2731-4383