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1 Ergebnisse
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Optimal trading with regime switching: Numerical and analyt..:
Johnson, Paul
;
Szabó, Dávid Zoltán
;
Duck, Peter
European Journal of Operational Research. 319 (2024) 2 - p. 611-624 , 2024
Link:
https://doi.org/10.1016/j.ejor.2024.06.026
RT Journal T1
Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market
UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.ejor.2024.06.026&Exemplar=1&LAN=DE A1 Johnson, Paul A1 Szabó, Dávid Zoltán A1 Duck, Peter PB Elsevier BV YR 2024 SN 0377-2217 JF European Journal of Operational Research VO 319 IS 2 SP 611 OP 624 LK http://dx.doi.org/https://doi.org/10.1016/j.ejor.2024.06.026 DO https://doi.org/10.1016/j.ejor.2024.06.026 SF ELIB - SuUB Bremen
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