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The AIMS Conference Series
Parallel Session 11 :: Wednesday, 12/18, 14:45-16:45
Special Session 118
Recent advances in mathematical finance
Organizer(s): Yerkin Kitapbayev , Giorgio Consigli , Jorge Zubelli
Capital Suite 3
14:45-15:15
David Zoltan Szabo (Corvinus University of Budapest, Hungary)
Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market