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On the optimal exercise of swing options in electricity markets

dc.date.accessioned2015-01-26T17:49:48Z
dc.date.available2015-01-26T17:49:48Z
dc.date.created2012-01-13T09:56:33Z
dc.date.issued2012
dc.identifier.citationBenth, Fred Espen Lempa, Jukka Nilssen, Trygve Kastberg . On the optimal exercise of swing options in electricity markets. Journal of Energy Markets. 2012, 4(4), 3-28
dc.identifier.urihttp://hdl.handle.net/10852/41920
dc.description.abstractThis is the pre-peer reviewed version of the following article: Benth, Fred Espen; Lempa, Jukka; Nilssen, Trygve Kastberg, On the optimal exercise of swing options in electricity markets, Journal of Energy Markets. 2012, 4 (4), 3-28, which has been published in final form at http://www.risk.net/journal-of-energy-markets/technical-paper/2160760/on-optimal-exercise-swing-options-electricity-markets.en_US
dc.languageEN
dc.language.isoenen_US
dc.publisherIncisive Media Investments Ltd.
dc.titleOn the optimal exercise of swing options in electricity marketsen_US
dc.typeJournal articleen_US
dc.creator.authorBenth, Fred Espen
dc.creator.authorLempa, Jukka
dc.creator.authorNilssen, Trygve Kastberg
cristin.unitcode185,15,13,0
cristin.unitnameMatematisk institutt
cristin.ispublishedtrue
cristin.fulltextpreprint
cristin.qualitycode1
dc.identifier.cristin884416
dc.identifier.bibliographiccitationinfo:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Journal of Energy Markets&rft.volume=4&rft.spage=3&rft.date=2012
dc.identifier.jtitleJournal of Energy Markets
dc.identifier.volume4
dc.identifier.issue4
dc.identifier.startpage3
dc.identifier.endpage28
dc.identifier.urnURN:NBN:no-46326
dc.type.documentTidsskriftartikkelen_US
dc.source.issn1756-3615
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/41920/2/paper4.pdf
dc.type.versionSubmittedVersion


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