Valuation of energy storage: an optimal switching approach

Author: Carmona Rene   Ludkovski Michael  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.10, Iss.4, 2010-04, pp. : 359-374

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract