Valuation of an American Option for the Spanish secondary...

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Valuation of an American Option for the Spanish secondary reserve market using a Machine Learning model

Malpica, Antonio, Frias Marin, Pablo
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Year:
2018
Language:
english
Journal:
IEEE Transactions on Power Systems
DOI:
10.1109/TPWRS.2018.2859762
File:
PDF, 2.48 MB
english, 2018
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