recent projects hi vince working planning work following projects 1 finished gas daily swing option model commodity structuring group sanjeev khanna model uses american monte carlo simulation dynamic programming techniques 2 continue working psim model includes reading power generation operation books well thinking ways model power plant operation standard approach e turn plant power price total generation cost else turn plant particularly good regional demand high plant still un utilized generation capacity generation criteria quite different depending model power plant regional point view plant point view plan meetings tom lance 3 started working stochastic process parameter estimation concentrate four processes gbm mean reverting jump diffusion jump diffusion mean reverting looked tanya earlier work decided discretize processes slightly differently hoped give stable estimation best alex