Search for tag: "binomial trees"

Thumbnail for entry Ph.D. course "The mathematics of energy markets" - Lecture 2

Ph.D. course "The mathematics of energy…

duration 1 hour 22 minutes

Ph.D. course "The mathematics of energy…

Ph.D. course "The mathematics of energy markets" - Lecture 2

Ph.D. course "The mathematics of energy markets" - Lecture 2

A case study: wind farm with hydropower pumped storage. Recombining binomial trees: the Cox-Ross-Rubinstein model, and computation of expectations.

binomial trees
cox-ross-rubinstein model
wind turbine
hydropower
storage
From  Tiziano Vargiolu 6 plays 0