Valuation of power plants by utility indifference and numerical computation

Arnaud Porchet, Nizar Touzi, Xavier Warin. Valuation of power plants by utility indifference and numerical computation. Math. Meth. of OR, 70(1):47-75, 2009. [doi]

Authors

Arnaud Porchet

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Nizar Touzi

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Xavier Warin

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