Items where Author is "Fleten, Stein-Erik"

Journal Article

Fleten, Stein-Erik and Hoyland, Kjetil and Wallace, Stein W (2002) The performance of stochastic dynamic and xed mix portfolio models. European Journal of Operational Research, 140 (1). pp. 37-49. ISSN 0377-2217

Contribution in Book/Report/Proceedings

Fleten, Stein-Erik and Wallace, Stein W (2009) Delta-hedging a hydropower plant using stochastic programming. In: Optimization in the energy industry :. Springer, Berlin, pp. 507-524. ISBN 9783540889649

Wallace, Stein W and Fleten, Stein-Erik (2003) Stochastic programming models in energy. In: Stochastic Programming :. (Handbooks in Operations Research and Management Science) . Elsevier, London, New York and Amsterdam, pp. 637-677. ISBN 9780444508546

Fleten, Stein-Erik and Wallace, Stein W and Ziemba, William (2002) Hedging electricity portfolios via stochastic programming. In: Decision making under uncertainty : energy and power. The IMA Volumes in Mathematics and its Applications . Springer, New York, pp. 71-93. ISBN 0387954651