Valuation of energy storage: an optimal switching approach

Valuation of energy storage: an optimal switching approach

Carmona, René, Ludkovski, Michael
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Volume:
10
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680902946514
Date:
April, 2010
File:
PDF, 1.20 MB
english, 2010
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