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Ph.D. course "The mathematics of energy markets" - Lecture 6

Stochastic control in continuous time. Dynamic programming and the Hamilton-Jacobi-Bellman equation. Example: gas storage. Computationally simple trees for diffusions.

From  Tiziano Vargiolu 9 plays 0  

Ph.D. course "The mathematics of energy markets" - Lecture 3

Recombining binomial trees and optimal control problems. An example: portfolio optimization. Optimization of a structured product: hydro storage.

From  Tiziano Vargiolu 6 plays 0  

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.

From  Tiziano Vargiolu 6 plays 0  

Wildskills

TREE IDENTIFICATION AND FOREST SURVEY courses presentation

From  Paola Bolzon 5 plays 0  

Lectures 70-71: Computationally simple trees

Building computationally simple trees: method of Nelson-Rawaswamy. Pricing of an option written on an exponential Ornstein-Uhlenbeck process: non-parallel and parallel MATLAB…

From  Tiziano Vargiolu 4 plays 0  

ETN Skill-For.Action: The impact of climate change on forests: a physiological approach (Part 2)

📌Climate change and the effect the radial growing on trees 🗣 Jorge Olivar 🏢 AGRESTA S. Coop – Madrid, Spain

From  Stefano Grigolato 11 plays 0