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Duda R.


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solve multi-stage optimization problem
I have data with hourly prices for a year, following geometric Brownian motion and yearly interest rate x.Pumped storage with ca...

6 years ago | 0 answers | 0

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How to estimate parameters μ and σ of geometric Brownian Motion
Hello all, I'm pretty new with MATLAB and having a lot of trouble to figure out some stuff. I have a historical data on electr...

6 years ago | 1 answer | 0

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