Articles with "value models" as a keyword



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Regime switching in the present value models: A backward-solving method

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Published in 2020 at "Finance Research Letters"

DOI: 10.1016/j.frl.2019.02.001

Abstract: Abstract We develop a new method for incorporating regime shifts in the present value models. Existing studies solve the present value problem forward by projecting the expectations of investors and regimes into the infinite future.… read more here.

Keywords: value models; present value; backward solving; switching present ... See more keywords
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Interfacing of Parametric Average-Value Models of LCR Systems in Fixed-Time-Step Real-Time EMT Simulations

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Published in 2020 at "IEEE Transactions on Energy Conversion"

DOI: 10.1109/tec.2020.3028266

Abstract: Parametric average-value models (PAVMs) of line-commutated converters have been developed for efficient simulation of power systems transients. In this letter, the numerical properties of existing current-source (CS) and voltage-source (VS) interfacing techniques of PAVMs are… read more here.

Keywords: time; value models; parametric average; real time ... See more keywords