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]
@article{PorchetTW09,
title = {Valuation of power plants by utility indifference and numerical computation},
author = {Arnaud Porchet and Nizar Touzi and Xavier Warin},
year = {2009},
doi = {10.1007/s00186-008-0231-z},
url = {http://dx.doi.org/10.1007/s00186-008-0231-z},
researchr = {https://researchr.org/publication/PorchetTW09},
cites = {0},
citedby = {0},
journal = {Math. Meth. of OR},
volume = {70},
number = {1},
pages = {47-75},
}