Comparison of least squares Monte Carlo methods with applications to energy real options

Document Details

Document Type
Pub Defense Publication
Publication Date
Jan 01, 2017
Source ID
10.1016/j.ejor.2016.06.020

Entities

People

  • Francois Margot
  • Nicola Secomandi
  • Selvaprabu Nadarajah

Organizations

  • National Science Foundation
  • Office of Naval Research