Exotic options for interruptible electricity supply contracts

Operations Research

Volumn 50, Issue 5, 2002, Pages 835-850

  Kamat, Rajnish ^a   Oren, Shmuel S ^a  

^a DEPARTMENT OF INDUSTRIAL ENGINEERING AND OPERATIONS RESEARCH   (United States)

Author keywords

Electricity market: contracts with early notification; Exotic options; Financial engineering: interruptible electricity

Indexed keywords

CONTRACTS; ELECTRIC LOAD MANAGEMENT; FOURIER TRANSFORMS; RANDOM PROCESSES;

ELECTRICITY MARKETS;

ELECTRIC POWER SUPPLIES TO APPARATUS;

EID: 0036759147     PISSN: 0030364X     EISSN: None     Source Type: Journal    
DOI: 10.1287/opre.50.5.835.371     Document Type: Article

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