On the optimal exercise of swing options in electricity markets-Reference-Cited by-同舟云学术

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On the optimal exercise of swing options in electricity markets

Published:2011-12 Issue:4 Volume:4 Page:3-28
ISSN:1756-3607
Container-title:The Journal of Energy Markets
language:
Short-container-title:JEM

Author:

Espen Benth Fred,Lempa Jukka,Kastberg Nilssen Trygve

Publisher

Infopro Digital Services Limited

Subject

Strategy and Management,General Energy,Economics and Econometrics

Cited by 18 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Swing option pricing consistent with futures smiles;Applied Stochastic Models in Business and Industry;2023-01-05

2. Optimal energy storing and selling in continuous time stochastic multi-battery setting;Sustainable Energy, Grids and Networks;2020-06

3. SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION;International Journal of Theoretical and Applied Finance;2019-12

4. Swing Option Pricing by Dynamic Programming with B-spline Density Projection;SSRN Electronic Journal;2019

5. On the Optimal Exercise Boundaries of Swing Put Options;Mathematics of Operations Research;2018-02

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