"Electricity swing option pricing by stochastic bilevel optimization: A ..."

Raimund M. Kovacevic, Georg Ch. Pflug (2014)

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DOI: 10.1016/J.EJOR.2013.12.029

access: closed

type: Journal Article

metadata version: 2020-02-21

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Raimund M. Kovacevic, Georg Ch. Pflug:
Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches. Eur. J. Oper. Res. 237(2): 389-403 (2014)

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