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IOR
2002
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IOR 2002
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Exotic Options for Interruptible Electricity Supply Contracts
14 years 4 days ago
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www.ieor.berkeley.edu
This paper presents the design and pricing of financial contracts for the supply and procurement of interruptible electricity service. While the contract forms and pricing methodo...
Rajnish Kamat, Shmuel S. Oren
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