Valuation of energy storage: an optimal switching approach
By René A. Carmona, M. Ludkovski. 2010
203 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/d083af2cfe1913e785170cde2bcdf5db58a2886b
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- M. Ludkovski
- René A. Carmona
- Daniel Lacker
- Shige Peng
- Markus Fischer
- François Delarue
- Franccois Delarue
- D. Crisan
In Finance
- M. Ludkovski
- René A. Carmona
- Daniel Lacker
- Shige Peng
- Markus Fischer
- François Delarue
- Franccois Delarue
- Dylan Possamaï
Citations in the corpus
- Pricing Asset Scheduling Flexibility using Optimal Switching (2008, methodology): “Full analysis of these two settings is left to the companion paper (Carmona and Ludkovski, 2007 ).”