"Valuation of power plants by utility indifference and numerical computation."

Arnaud Porchet, Nizar Touzi, Xavier Warin (2009)

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DOI: 10.1007/S00186-008-0231-Z

access: closed

type: Journal Article

metadata version: 2020-03-03

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Arnaud Porchet, Nizar Touzi, Xavier Warin:
Valuation of power plants by utility indifference and numerical computation. Math. Methods Oper. Res. 70(1): 47-75 (2009)

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