| 1 |
Black-Scholes option pricing strategy and risk-averse coordination for designing vehicle-to-grid reserve contracts
Huang SJ, Yang J, Li SJ
Energy, 137, 325, 2017 |
| 2 |
Specifying An Efficient Renewable Energy Feed-in Tariff
Farrell N, Devine MT, Lee WT, Gleeson JP, Lyons S
Energy Journal, 38(2), 53, 2017 |
| 3 |
Modelling electricity futures prices using seasonal path-dependent volatility
Fanelli V, Maddalena L, Musti S
Applied Energy, 173, 92, 2016 |
| 4 |
Proportional Transaction Costs in the Robust Control Approach to Option Pricing: The Uniqueness Theorem
El Farouq N, Bernhard P
Applied Mathematics and Optimization, 72(2), 187, 2015 |
| 5 |
A Smoothed Perturbation Analysis of Parisian Options
Heidergott B, Leahu H, Volk-Makarewicz WM
IEEE Transactions on Automatic Control, 60(2), 469, 2015 |
| 6 |
Innovation and risk-averse firms: Options on carbon allowances as a hedging tool
Szolgayova J, Golub A, Fuss S
Energy Policy, 70, 227, 2014 |
| 7 |
Optimal Stopping Under Partial Observation: Near-Value Iteration
Zhou EL
IEEE Transactions on Automatic Control, 58(2), 500, 2013 |
| 8 |
Optimal Stopping of Partially Observable Markov Processes: A Filtering-Based Duality Approach
Ye F, Zhou EL
IEEE Transactions on Automatic Control, 58(10), 2698, 2013 |
| 9 |
Pricing American bond options using a penalty method
Zhang K, Wang S
Automatica, 48(3), 472, 2012 |
| 10 |
The efficiency of Ireland's Renewable Energy Feed-In Tariff (REFIT) for wind generation
Doherty R, O'Malley M
Energy Policy, 39(9), 4911, 2011 |
