Bermudan options by simulation
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- Jordan, Matthias & Millinger, Markus & Thrän, Daniela, 2020. "Robust bioenergy technologies for the German heat transition: A novel approach combining optimization modeling with Sobol’ sensitivity analysis," Applied Energy, Elsevier, vol. 262(C).
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2015-08-30 (Computational Economics)
- NEP-FMK-2015-08-30 (Financial Markets)
- NEP-GER-2015-08-30 (German Papers)
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