Concepedia
European Journal of Operational Research · 2017 · 19 citations · 25 references
EconomicsNatural Resource ValuationEnergy PolicyTechno-economic AnalysisEconomic AnalysisPower PlantsNonmarket Valuation
25
A Simplex Method for Function Minimization
J. A. Nelder, R. Mead · The Computer Journal · 1965 · 28.5K citations
Numerical Analysis, Mathematical Programming, Large-scale Global Optimization +16
Transform Analysis and Asset Pricing for Affine Jump-diffusions
Darrell Duffie, Jun Pan, Kenneth J. Singleton · Econometrica · 2000 · 2.9K citations
Short-Term Variations and Long-Term Dynamics in Commodity Prices
Eduardo S. Schwartz, James E. Smith · Management Science · 2000 · 1.1K citations
Economics, Financial Economics, Asset Pricing +14
Stochastic Convenience Yield and the Pricing of Oil Contingent Claims
Rajna Gibson, Eduardo S. Schwartz · The Journal of Finance · 1990 · 1K citations
Option Pricing, Economics, Financial Economics +15
Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange
Julio J. Lucia, Eduardo S. Schwartz · Review of Derivatives Research · 2002 · 942 citations