| Valuing fuel-switching units using least-squares Monte Carlo simulation approach (PJO) |
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Volume3
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Number 3
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pp. 459-475
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| Valuing fuel-switching units using least-squares Monte Carlo simulation approach |
| Wei Zhu and Chung-Li Tseng |
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| Key words |
Mathematices Subject Classification |
| electricity generation asset valuation, least-squares Monte Carlo (LSMC) simulation, fuel-switching option (FSO), price uncertainty |
91B28 |
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| Copyright© 2011 Yokohama Publishers |
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