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Modeling options for demand side participation of thermostatically controlled loads

Related publications (40)

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Three Essays on Asset Pricing

Emmanuel Leclercq

In the first chapter,which is a joint work with Mathieu Cambou and Philippe H.A. Charmoy, we study the distribution of the hedging errors of a European call option for the delta and variance-minimizing strategies. Considering the setting proposed by Heston ...

EPFL2014

Efficient Pricing of Energy Derivatives

Anders Trolle

I present a tractable framework, first developed in Trolle and Schwartz (2009), for pricing energy derivatives in the presence of unspanned stochastic volatility. Among the model features are i) a perfect fit to the initial futures term structure, ii) a fa ...

Palgrave Macmillan US2014

Indian skilled migration and development: an introduction

Gabriela Tejada Guerrero

By offering new empirical evidence on Indian skilled migration, this volume attempts to fill two gaps in the literature. Firstly, it contributes to a better understanding of the activities of Indian skilled professionals and students in continental Europe. ...

Springer2014

Shared annotations: the social side of exam preparation

Pierre Dillenbourg, Andrea Mazzei

In this paper we show how the deployment of a lightweight note sharing system can restore the antique social vocation of annotations in the classroom. The system was designed for the classroom context and evaluated through a longitudinal study lasting for ...

2013

Conditional Density Models for Asset Pricing

Damir Filipovic

We model the dynamics of asset prices and associated derivatives by consideration of the dynamics of the conditional probability density process for the value of an asset at some specified time in the future. In the case where the asset is driven by Browni ...

World Scientific Publishing2012

Real options and risk aversion

Erwan Morellec, Julien Hugonnier

In the standard real options approach to investment under uncertainty, agents formulate optimal policies under the assumptions of risk neutrality or complete financial markets. Although these assumptions are crucial to the implications of the approach, the ...

2012

Final-Focus Optics for the LHeC Electron Beam Line

José Luis Abelleira Fernández, Hector Garcia, Frank Zimmermann

One of the options considered for the ECFA-CERNNuPECC design study for a Large Hadron electron Collider (LHeC) based on the LHC is adding a recirculating energy-recovery linac tangential to the LHC. First designs of the electron Final Focus System have sho ...

2012

Real options valuation of fusion energy R&D programme

Edgard Gnansounou, Denis Bednyagin

This paper aims to perform a real options valuation of fusion energy R&D programme. Strategic value of thermonuclear fusion technology is estimated here based on the expected cash flows from construction and operation of fusion power plants and the real op ...

Elsevier2010

XuvTools: free, fast and reliable stitching of large 3D datasets

Alessandra Griffa

Current biomedical research increasingly requires imaging large and thick 3D structures at high resolution. Prominent examples are the tracking of fine filaments over long distances in brain slices, or the localization of gene expression or cell migration ...

2009

An Option to Partner: A Dyadic Analysis of CVC Relationships

Anu Wadhwa

This paper takes a real options view of corporate venture capital (CVC), which are direct minority equity investments made by established companies in privately held entrepreneurial ventures. CVC investments have been characterized as creating growth optio ...

2009