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A note on the never-early-exercise region of American power exchange options.

Daniel Wei-Chung MiaoXenos Chang-Shuo LinSteve Hsin-Ting Yu
Published in: Oper. Res. Lett. (2016)
Keyphrases
  • united states
  • power consumption
  • input image
  • region of interest
  • databases
  • power distribution
  • adjacent regions
  • real time
  • computer vision
  • decision trees
  • case study
  • image segmentation