Natural Gas-Fired Power Plants Valuation And Optimization Under Lévy Copulas And Regime Switching
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DOI: 10.1142/S0219024917500042
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- Ernstsen, Rune Ramsdal & Boomsma, Trine Krogh, 2018. "Valuation of power plants," European Journal of Operational Research, Elsevier, vol. 266(3), pages 1153-1174.
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Keywords
Power plant; stochastic control; coupled HJB equations; Lévy copulas; regime switching;All these keywords.
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