Least Squares Monte Carlo and Approximate Linear Programming with an Energy Real Option Application

Foundations and Trends in Technology, Information and Operations Management Pub Date : 2020-09-30 DOI:10.1561/0200000096-10

Selvaprabu Nadarajah, N. Secomandi

引用次数: 1

Abstract

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最小二乘蒙特卡罗和近似线性规划在能源实物期权中的应用

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Foundations and Trends in Technology, Information and Operations Management Decision Sciences-Management Science and Operations Research

CiteScore

1.00

自引率

0.00%

发文量