Work

Spark spread options and the valuation of electricity generation assets

Year: 2003

Type: conference-abstract

Source: Hawaii International Conference on System Sciences (HICSS)

DOI: 10.1109/hicss.1999.772862

Authors: Shijie Deng, B. Johnson, A. Sogomonian

Institutions: University of California, Berkeley, Stanford University, PacifiCorp (United States)

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Affordable and clean energy

Open Access status: closed

OpenAlex ID: W1523722411

Cites: 11

Cited by: 33

Related to: 10