Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market

Paul Johnson, Dávid Zoltán Szabó, Peter Duck

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	European Journal of Operational Research
DOIs	https://doi.org/10.1016/j.ejor.2024.06.026
Publication status	Published - Dec 2024

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author = "Paul Johnson and Szab{\'o}, {D{\'a}vid Zolt{\'a}n} and Peter Duck",

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AU - Johnson, Paul

AU - Szabó, Dávid Zoltán

AU - Duck, Peter

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