Sökning: "Stein-Erik Fleten"

Hittade 2 avhandlingar innehållade orden Stein-Erik Fleten.

  1. 1. On optimal hydropower bidding in systems with wind power : Modeling the impact of wind power on power markets

    Författare :Magnus Olsson; Lennart Söder; Stein-Erik Fleten; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Hydropower; wind power; stochastic modeling; optimization; Electric power engineering; Elkraftteknik;

    Sammanfattning : The introduction of large amounts of wind power into power systems will increase the production uncertainties due to unforeseen wind power production variations. This will have a significant impact on the required balance management quantities. LÄS MER

  3. 2. Decomposing the Option Pricing Problem : Estimating the Causal Factors: Interest Rates, Dividends, and Risk-Neutral Probabilities

    Författare :Pontus Söderbäck; Jörgen Blomvall; Martin Singull; Stein-Erik Fleten; Linköpings universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : The financial markets have an essential role in society. Further, these markets are constantly evolving. Therefore, models and methods have to be developed and adapted to the new market conditions to be useful for decisions. LÄS MER