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Volumn 50, Issue 2, 2002, Pages 297-310

Short-term generation asset valuation: A real options approach

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; COSTS; DYNAMIC PROGRAMMING; ELECTRIC GENERATORS; ELECTRICITY; MONTE CARLO METHODS; OPERATIONS RESEARCH; PLANT SHUTDOWNS; PROBLEM SOLVING; RANDOM PROCESSES;

EID: 0036508482     PISSN: 0030364X     EISSN: None     Source Type: Journal    
DOI: 10.1287/opre.50.2.297.429     Document Type: Article
Times cited : (147)

References (17)
  • 9
    • 0003124706 scopus 로고    scopus 로고
    • The challenge of pricing and risk managing electricity derivatives
    • Chapter 10. Risk Publications, Financial Engineering Ltd, London, U.K.
    • (1997) The U.S. Power Market
    • Kaminski, V.1
  • 16
    • 33646737990 scopus 로고    scopus 로고
    • A framework using two-factor price lattices for generation asset valuation
    • Working paper, University of Maryland, College Park, MD
    • (2001) Oper. Res.
    • Lin, K.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.