منابع مشابه
Pricing Energy Derivatives by Linear Programming: Tolling Agreement Contracts
We introduce a new approach for pricing energy derivatives known as tolling agreement contracts. The pricing problem is reduced to a linear program. We prove that the optimal operating strategy for a power plant can be expressed through optimal exercise boundaries (similar to the exercise boundaries for American options). We find the boundaries as a byproduct of the pricing algorithm. The sugge...
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An attack is demonstrated on a previously proposed class of key agreement protocols. Analysis of the attack reveals that a small change in the construction of the protocols is suucient to prevent the attack. The insight gained allows a generalisation of the class to a new design for conference key agreement protocols.
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ژورنال
عنوان ژورنال: Nature
سال: 1980
ISSN: 0028-0836,1476-4687
DOI: 10.1038/284114b0