Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches
Kovacevic, Raimund M., Pflug, Georg Ch.Volume:
237
Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2013.12.029
Date:
September, 2014
File:
PDF, 975 KB
english, 2014