On the Structure of a Swing Contracts Optimal Value and...

Journal of Applied Probability 2008 / 03 Vol. 45; Iss. 1

On the Structure of a Swing Contracts Optimal Value and Optimal Strategy

Sheldon M. Ross and Zegang Zhu
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Volume:
45
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.2307/27595919
Date:
March, 2008
File:
PDF, 1.01 MB
english, 2008
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