61 search results - page 2 / 13 » An Inverse-Quantile Function Approach for Modeling Electrici... |
WSC
2001
13 years 6 months ago
2001
This paper presents a new approach to pricing Americanstyle derivatives. By approximating the value function with a piecewise linear interpolation function, the option holder'...
IFIP
2005
Springer
13 years 10 months ago
2005
Springer
In this paper we analyze the electricity portfolio problem of a big consumer in a multi-stage stochastic programming framework. Stochasticity enters the model via the uncertain spo...
UAI
2003
13 years 6 months ago
2003
We show how to use linear belief functions to represent market information and financial knowledge, including complete ignorance, statistical observations, subjective speculations...
HICSS
2006
IEEE
13 years 11 months ago
2006
IEEE
Problems such as price volatility have been observed in electric power markets. Demand-side participation is often offered as a potential solution by promising to increase market ...
ASPDAC
2012
ACM
12 years 1 months ago
2012
ACM
—There is great demand for an accurate and scalable metric to evaluate the functional stimuli, testbench checkers, and DfD (Design-for-Debug) structures used in post-silicon timi...