Exotic Options for Interruptible Electricity Supply Contracts
نویسندگان
چکیده
منابع مشابه
Exotic Options for Interruptible Electricity Supply Contracts
This paper presents the design and pricing of financial contracts for the supply and procurement of interruptible electricity service. While the contract forms and pricing methodology have broader applications, the focus of this work is on electricity market applications, which motivate the contract structures and price process assumptions. In particular, we propose a new contract form that bun...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2002
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.50.5.835.371