Raimund M. Kovacevic, Georg Ch. Pflug. Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches. European Journal of Operational Research, 237(2):389-403, 2014. [doi]
@article{KovacevicP14,
title = {Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches},
author = {Raimund M. Kovacevic and Georg Ch. Pflug},
year = {2014},
doi = {10.1016/j.ejor.2013.12.029},
url = {http://dx.doi.org/10.1016/j.ejor.2013.12.029},
researchr = {https://researchr.org/publication/KovacevicP14},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {237},
number = {2},
pages = {389-403},
}