"Optimal trading with regime switching: Numerical and analytic techniques ..."

Paul V. Johnson, Dávid Zoltán Szabó, Peter W. Duck (2024)

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DOI: 10.1016/J.EJOR.2024.06.026

access: open

type: Journal Article

metadata version: 2024-12-09

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Paul V. Johnson, Dávid Zoltán Szabó, Peter W. Duck:
Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market. Eur. J. Oper. Res. 319(2): 611-624 (2024)

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