Optimization of European call options considering physical delivery network and reservoir operation rules
Author:
Affiliation:
1. Department of Civil and Environmental Engineering; University of California; Los Angeles California USA
2. Department of Civil Engineering; National Taiwan University; Taipei Taiwan
Publisher
American Geophysical Union (AGU)
Subject
Water Science and Technology
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1029/2011WR010423/fullpdf
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